GAA

Cambria Global Asset Allocation ETF
*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 aims for returns and reduced volatility.

GAA Factset Analytics Insight

GAA aims for income and capital appreciation with positive, uncorrelated returns at minimal volatility across many asset types using a fund-of-funds approach. The fund targets investing in around 29 ETFs, located globally consisting of stocks, bonds, real estate, commodities and currencies. It follows a roughly 45% equity, 45% fixed-income, and 10% currency/commodity allocation that can include inverse exposure. GAAs 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. The portfolio rebalanced annually to meet target allocations. Prior to Jan. 1, 2019, GAA tracked the Cambria Global Asset Allocation Index, which followed a similar strategy.

PERFORMANCE [as of 06/29/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
GAA -6.27% -- -10.03% -8.98% 4.33% 4.74% --
GAA (NAV) -6.46% -8.90% -10.27% -9.24% 4.26% 4.69% --
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
0.41%
$43.65M
$177.27K
0.35%

GAA Portfolio Data

Tactical Asset Allocation
7.15%
N/A
30

GAA Index Data

No Underlying Index
Proprietary
Proprietary
N/A

GAA Portfolio Management

0.41%
--
--
--

GAA Tax Exposures

20.00% / 39.60%
0.14%
Ordinary income
No

GAA Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
High
Daily

GAA Factset Analytics Block Liquidity

As of 06/30/22
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

6,275
$177.27K
6,221
$171.55K
0.35%
$0.10
0.03%
1.46% / -1.79%
None
100.00%
50,000
0.12
0.03%
22.86%
0
$27.12
1

GAA Asset Allocation

Short
Long
Net
--
--

0.00%

--
--

0.00%

--
--

0.00%

--
--

0.00%

GAA Top 5 Holdings Short

--

GAA Performance Statistics

-9.24%
2.54%
-5.56%
-0.06
-0.08
-0.49
0.84

GAA Correlations (Daily Returns 12 Mo)

0.84
0.24
0.35