GVAL

Cambria Global Value ETF
F

36
*Unless otherwise stated, data provided by FactSet.

GVAL Fund Description

GVAL tracks an index that selects the top 25% of countries from a list of 45 developed and emerging economies, then selects approximately 100 securities from those countries.

GVAL Factset Analytics Insight

GVAL offers an unusual take on the global equity market as it attempts to identify and capture value opportunities on a country-by-country basis. The underlying index, rebalanced annually, applies a quantitative screen (potentially including P/E, P/B, P/CF, P/S and dividend yield) to entire equity markets, and includes caps to avoid concentration in any one country, sector or industry. This approach naturally carries it far afield from our neutral benchmark, and GVAL by its very nature makes heavy bets on individual countries. Despite significant daily trading activity, GVAL is afflicted by some sizeable spreads and numerous complications to underlying liquidity: many of its holdings are extremely illiquid, and furthermore many of them do not trade during US market hours. Larger investors should also note that the fund has sizeable creation fees. A fairly young fund, GVAL doesn't have a long history by which to assess holding costs. It charges a steep fee compared to vanilla funds, but it looks more reasonable next to other funds running more sophisticated strategies, and its tracking has been reasonable, although investors should watch out for potential capital gains distributions.

GVAL MSCI ESG Analytics Insight

The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of December 9, 2018 the Cambria Global Value ETF MSCI ESG Fund Quality Score is 5.63 out of 10.

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. GVAL ranks in the 32nd percentile within its peer group and in the 54th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

GVAL CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 12/07/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
GVAL -3.59% -1.99% -11.41% -7.90% 9.43% -- --
GVAL (NAV) -2.37% -3.14% -11.08% -7.76% 9.15% -- --
Cambria Global Value Index -- -- -- -- -- -- --
MSCI ACWI IMI Value Index -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

GVAL Top 10 Countries

GVAL Top 10 Sectors

GVAL Top 10 Holdings [View All]

GVAL Summary Data

Cambria
03/12/14
Open-Ended Fund
0.68%
$141.34M
$577.10K
0.31%

GVAL Portfolio Data

$15.38B
9.00
1.23
2.43%
06/27/16
138

GVAL Index Data

Proprietary
Fundamental
MSCI ACWI IMI Value Index

GVAL Portfolio Management

0.68%
-1.02%
0.62%
-2.34%

GVAL Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

GVAL Fund Structure

Open-Ended Fund
No
No
No Policy
N/A
N/A
Low
Daily
Bats Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

GVAL Factset Analytics Block Liquidity

As of 12/10/18
5
4
3
2
1

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

GVAL Tradability

25,568
$577.10K
21,289
$476.28K
0.31%
$0.07
-0.08%
1.46% / -1.74%
None
24.00%
50,000
0.43
0.31%
4.40%
--
$22.36
1

GVAL Sector/Industry Breakdown


GVAL
Segment Benchmark
29.50%
30.49%
17.53%
4.58%
15.61%
9.97%
10.73%
5.22%
5.96%
8.36%
5.76%
8.13%
5.64%
8.28%
4.20%
4.31%
3.03%
7.59%
1.79%
10.29%

GVAL TOP 10 HOLDINGS[View All]

3.12%
2.66%
2.39%
2.00%
1.84%
1.71%
1.71%
1.66%
1.65%
1.62%
20.36%

GVAL Countries


GVAL
Segment Benchmark
14.99%
0.25%
10.88%
0.90%
9.75%
0.08%
8.97%
0.39%
8.30%
1.23%
8.04%
0.13%
7.94%
0.03%
7.72%
0.35%
7.12%
0.02%
5.82%
0.53%

GVAL Regions


GVAL
Segment Benchmark
68.31%
19.75%
14.99%
1.15%
10.88%
1.40%
5.82%
19.79%
--
57.91%

GVAL Economic Development


GVAL
Segment Benchmark
68.49%
94.99%
31.51%
5.01%

GVAL Performance Statistics

0.56
0.89
0.81
0.63
0.55%
MSCI ACWI IMI Value Index

GVAL MSCI ESG Ratings

5.63 / 10
32.49
54.03
13.44%
3.09%
482.64

GVAL BENCHMARK COMPARISON HOLDINGS

138
5266
91
2.70%

GVAL BENCHMARK COMPARISON SUMMARY


GVAL
Segment Benchmark
138
5266
$15.38B
$94.89B
9.00
14.53
1.23
1.51
3.74%
3.42%
Low
Low

GVAL BENCHMARK COMPARISON MARKET CAP SIZE


GVAL
Segment Benchmark
31.07%
74.07%
41.83%
17.89%
21.79%
6.97%
3.61%
1.06%