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GMOM

Cambria Global Momentum ETF
ETF.com segment:
Asset Allocation: Target Outcome
Popular GMOM Comparisons: GMOM vs WBII, GMOM vs FLYT, GMOM vs NTSX, GMOM vs WBIT, GMOM vs YLD
Related ETF Channels: Global, Asset Allocation ETFs, Capital Appreciation, Active Management, No Underlying Index, Target Outcome
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*Unless otherwise stated, data provided by FactSet.

GMOM Fund Description

GMOM is an actively managed fund that selects approximately 17 ETFs, across various asset classes, based on price momentum. The fund aims for capital appreciation rather than income.

GMOM Factset Analytics Insight

GMOM is part of a growing group of funds that base investments on volatility or momentum indicators. Structured as a fund-of-funds, GMOM aims to invest in the top third of a target universe of approximately 50 ETFs based on measures of trailing momentum and trend. When momentum is strong but negative, GMOM can move to bonds and cash. This is a smaller fund and, as might be expected, daily trading volume is light and spreads can be a bit higher than the norm. Block liquidity is a potential weakness here for larger investors, as some of the constituent funds are liquidity-challenged themselves. Holding costs are a concern: even for an actively managed fund, the expense ratio is high.

GMOM MSCI ESG Analytics Insight

Cambria Global Momentum ETF has an MSCI ESG Fund Rating of A based on a score of 5.87 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 Momentum ETF ranks in the 50th percentile within its peer group and in the 34th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

GMOM Charts And Performance

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PERFORMANCE [as of 01/14/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
GMOM 6.19% 10.86% 3.94% 5.11% 0.30% 5.98% --
GMOM (NAV) 7.17% 11.27% 4.30% 5.81% 0.47% 6.14% --
No Underlying Index -- -- -- -- -- -- --
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

GMOM Summary Data

Cambria
11/04/14
Open-Ended Fund
0.93%
$61.96M
0.41%
WBII, FLYT, NTSX, WBIT, YLD
Fund Home Page

GMOM Portfolio Data

1.19%
N/A

GMOM Index Data

No Underlying Index
Proprietary
Proprietary
N/A

GMOM Fund Structure

No
Yes
No Policy
N/A
N/A
Medium
N/A
N/A

GMOM Tax Exposures

20.00% / 39.60%
--
No
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

GMOM Factset Analytics Block Liquidity

As of 01/15/21
5
4
3
2
1

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

GMOM Tradability

8,842
$225.65K
6,650
$166.92K
0.41%
$0.11
-0.23%
0.66% / -2.56%
None
100.00%
50,000
0.13
--
--
0
$27.17
N/A

GMOM MSCI ESG Ratings

5.87 / 10
33.74
49.98
3.27%
1.16%
381.38