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.

GAA MSCI ESG Analytics Insight

Cambria Global Asset Allocation ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.45 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Cambria Global Asset Allocation ETF ranks in the 32nd percentile within its peer group and in the 11st percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

PERFORMANCE [as of 10/14/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
GAA -0.74% -0.22% 9.85% 19.75% 10.20% 8.00% --
GAA (NAV) 0.36% 1.38% 10.33% 19.96% 10.38% 8.35% --
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%
$52.02M
$184.53K
0.32%

GAA Portfolio Data

Tactical Asset Allocation
2.69%
N/A
25

GAA Index Data

No Underlying Index
Proprietary
Proprietary
N/A

GAA Portfolio Management

0.41%
--
--
--

GAA Tax Exposures

20.00% / 39.60%
0.15%
Ordinary income
No

GAA Fund Structure

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

GAA Factset Analytics Block Liquidity

As of 10/15/21
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 N/A out of 5.

GAA Tradability

5,834
$184.53K
3,874
$124.85K
0.32%
$0.10
0.07%
1.67% / -1.91%
None
100.00%
50,000
0.08
0.03%
--
0
$31.74
N/A

GAA Asset Allocation

Short
Long
Net
--
--

0.00%

--
--

0.00%

--
--

0.00%

--
--

0.00%

GAA Top 5 Holdings Short

--

GAA Performance Statistics

19.96%
8.05%
-1.94%
0.12
0.18
-0.48
0.46

GAA Correlations (Daily Returns 12 Mo)

0.86
0.27
0.53

GAA MSCI ESG Ratings

5.45 / 10
11.26
32.01
3.19%
--
464.15