VAMO

Cambria Value and Momentum ETF
*Unless otherwise stated, data provided by FactSet.

VAMO Fund Description

VAMO is an actively-managed portfolio of large-, mid and small-cap US stocks selected by long-term value factors and midterm momentum factors. The managers have discretion to hedge up to 100% of the portfolio.

VAMO Factset Analytics Insight

VAMO, launched in September 2015, offers value- and momentum-based exposure to US equities with an active equity hedge overlay. The fund managers take the long view on value, looking back 5 to 10 years at earnings, dividends, cash flow and the like, and adjusting for inflation. Details are sparse on the momentum screens beyond characterizations as absolute and relative, and a 1-year time frame. At the least, the momentum screens should weed out stocks with tanking prices that might otherwise look appealing in value screens. The equity hedge can be reset weekly, with broad bounds from 0% to 100%, aiming to take chips off the table when nothing looks cheap or markets are down. The fund typically holds 100 securities selected based on averaged value and momentum scores and updates its portfolio quarterly. In all, VAMO’s equity hedge and its CAPE approach to value set it apart from most multi-factor index-based peer ETFs.

PERFORMANCE [as of 08/12/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
VAMO 3.63% -0.51% 3.66% 10.29% 10.89% 3.15% --
VAMO (NAV) 3.57% -0.55% 3.67% 10.27% 10.59% 3.05% --
No Underlying Index -- -- -- -- -- -- --
MSCI USA IMI 12.91% 10.28% -10.05% -4.74% 15.60% 13.55% 13.79%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

VAMO Summary Data

Cambria
09/08/15
Open-Ended Fund
0.64%
$48.45M
$451.81K
0.29%

VAMO Portfolio Data

$17.13B
7.25
1.69
1.06%
N/A
98

VAMO Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA IMI

VAMO Portfolio Management

0.64%
--
--
--

VAMO Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

VAMO Fund Structure

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

VAMO Factset Analytics Block Liquidity

As of 08/15/22
5
4
3
2
1

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

VAMO Tradability

17,044
$451.81K
9,600
$252.82K
0.29%
$0.07
0.12%
5.83% / -3.14%
None
92.00%
50,000
0.19
0.06%
0.03%
0
$26.14
5

VAMO Sector/Industry Breakdown


VAMO
Segment Benchmark
68.22%
--
48.65%
--
24.01%
--
22.25%
--
19.56%
--
16.78%
--
9.32%
--
8.01%
--
5.21%
--
4.66%
--

VAMO Top 10 Holdings[View All]

46.50%
83.44%

VAMO Countries


VAMO
Segment Benchmark
100.00%
99.92%
--
0.08%

VAMO Regions


VAMO
Segment Benchmark
100.00%
100.00%

VAMO Economic Development


VAMO
Segment Benchmark
100.00%
100.00%

VAMO Performance Statistics

0.12
0.30
0.06
0.30
1.44%
MSCI USA IMI

VAMO Benchmark Comparison Holdings

98
2604
94
3.97%

VAMO Benchmark Comparison Summary


VAMO
Segment Benchmark
98
2604
$17.13B
$436.77B
7.25
18.51
1.69
3.13
1.48%
1.45%
Low
Low

VAMO Benchmark Comparison Market Cap Size


VAMO
Segment Benchmark
20.28%
87.05%
40.42%
9.92%
36.41%
2.78%
2.89%
0.25%