What is GAA?

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.

PERFORMANCE [as of 03/27/23] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
GAA -2.61% -3.03% -1.62% -7.96% 9.66% 3.20% --
GAA (NAV) -1.51% -0.49% -0.01% -7.00% 9.56% 3.52% --
No Underlying Index -- -- -- -- -- -- --
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

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 Summary Data

Cambria
12/09/14
0.41%
$50.90M
No Underlying Index
N/A
Open-Ended Fund

Peers

N/A

Fund Flows

$0.00B 5 Days
$0.00B 30 Days
+$0.01B 90 Days

GAA Fund Structure

No
Yes
-- / --
N/A
N/A
Medium
N/A
N/A

GAA Tax Exposures

20.00% / 39.60%
0.16%
No

GAA Portfolio Data

4.61%
N/A

GAA Index Data

No Underlying Index
Proprietary
Proprietary
N/A

Factset Analytics Block Liquidity

As of 03/28/23

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

6,536
$180.11K
4,449
$121.19K
0.35%
$0.10
-0.03%
2.82% / -1.81%
None
100.00%
50,000
0.09
0.03%
14.78%
0
$26.50
N/A