GAA

Cambria Global Asset Allocation ETF
C

46
*Unless otherwise stated, data provided by FactSet.

GAA Fund Description

GAA is an actively managed fund-of-funds that provides exposure to equity, fixed-income, real estate, commodities, and currencies. The fund seeks income and capital appreciation, with absolute positive returns and reduced volatility.

GAA Factset Analytics Insight

GAA aims for positive, uncorrelated returns at minimal volatility across many asset types using a fund-of-funds approach. It follows a roughly 40% equity, 40% fixed-income, and 20% currency/commodity allocation that can include inverse exposure. GAA’s use of ETFs rather than individual securities is consistent with top-down security selection, but its documents give only the broadest outlines of its black-box methodology: value, momentum and trend. GAA achieves its low fee by forgoing management fees, charging only for acquired fund fees—expect to see many Cambria offerings in the portfolio.Prior to January 1, 2019, GAA tracked the Cambria Global Asset Allocation Index, which followed a similar strategy.

GAA CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 07/17/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
GAA 2.50% 2.47% 11.08% 4.20% 6.04% -- --
GAA (NAV) 2.41% 2.41% 10.82% 4.39% 6.16% -- --
No Underlying Index -- -- -- -- -- -- --
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

GAA Summary Data

Cambria
12/09/14
Open-Ended Fund
0.33%
$64.09M
$128.25K
0.28%

GAA Portfolio Data

Tactical Asset Allocation
2.76%
06/28/16
25

GAA Index Data

No Underlying Index
Proprietary
Proprietary
N/A

GAA Portfolio Management

0.33%
0.74%
0.88%
0.51%

GAA Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

GAA Fund Structure

Open-Ended Fund
No
Yes
No Policy
N/A
N/A
Medium
Daily
Cboe Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

GAA Factset Analytics Block Liquidity

As of 07/18/19
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of GAA. GAA is rated a 1 out of 5.

GAA Tradability

4,793
$128.25K
3,816
$101.84K
0.28%
$0.08
-0.07%
0.34% / -2.01%
None
100.00%
50,000
0.08
0.04%
79.55%
--
$27.26
1

GAA Asset Allocation

Short
Long
Net
--
--

0.00%

--
--

0.00%

--
--

0.00%

--
--

0.00%

GAA Top 5 Holdings Short

--

GAA Performance Statistics

4.39%
5.39%
-4.03%
0.04
0.07
-0.18
0.85

GAA Correlations (DAILY RETURNS 12 MO)

0.90
0.15
0.50

Correlation (Rolling 30 Day, 12 Mo)