GMOM

Cambria Global Momentum ETF
*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’s portfolio is actively managed that base its investments on volatility or momentum indicators to look for top-performing assets. The fund’s target universe is a blend of various assets consisting of domestic and foreign stocks, bonds, real estate, commodities and currencies. Structured as a fund-of-funds, GMOM aims to invest in the top third of the target universe of approximately 50 ETFs based on a combination of trailing momentum and trend, typically measured over periods of less than two years. When momentum is strong but negative, GMOM can move to bonds and cash.

GMOM MSCI ESG Analytics Insight

Cambria Global Momentum ETF has an MSCI ESG Fund Rating of A based on a score of 6.04 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 47th percentile within its peer group and in the 20th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

PERFORMANCE [as of 09/23/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
GMOM 4.11% -1.41% 14.56% 23.80% 5.04% 6.48% --
GMOM (NAV) 2.57% -0.17% 15.64% 27.71% 5.68% 6.91% --
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
0.96%
$60.54M
0.27%

GMOM Portfolio Data

1.41%
N/A

GMOM Index Data

No Underlying Index
Proprietary
Proprietary
N/A

GMOM Fund Structure

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

GMOM Tax Exposures

20.00% / 39.60%
--
No

GMOM Factset Analytics Block Liquidity

As of 09/24/21
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

4,078
$120.61K
3,209
$95.85K
0.27%
$0.08
-0.11%
0.24% / -1.54%
None
100.00%
50,000
0.06
0.03%
--
0
$29.95
N/A

GMOM MSCI ESG Ratings

6.04 / 10
20.22
46.55
5.22%
3.62%
358.74