VAMO

Cambria Value and Momentum ETF
C

23
*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’s 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 charges a reasonable fee relative to its few active peer ETFs. In all, VAMO’s equity hedge and its CAPE approach to value set it apart from most multi-factor indexed-based peer ETFs.

VAMO 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 12/13/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
VAMO -8.37% -14.21% -11.83% -11.75% -2.14% -- --
VAMO (NAV) -7.20% -13.30% -12.05% -10.85% -1.79% -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA IMI -2.65% -9.33% 0.16% 0.75% 11.61% 10.09% 14.30%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

VAMO Top 10 Countries

VAMO Top 10 Sectors

VAMO Top 10 Holdings [View All]

VAMO Summary Data

Cambria
09/09/15
Open-Ended Fund
0.65%
$31.31M
$369.71K
0.70%

VAMO Portfolio Data

$11.50B
16.25
1.96
0.83%
06/27/16
93

VAMO Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA IMI

VAMO Portfolio Management

0.65%
--
--
--

VAMO Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

VAMO Fund Structure

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

VAMO Factset Analytics Block Liquidity

As of 12/14/18
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

15,838
$369.71K
12,443
$293.43K
0.70%
$0.17
0.04%
1.75% / -1.25%
None
100.00%
50,000
0.25
0.06%
0.11%
--
$22.04
5

VAMO Sector/Industry Breakdown


VAMO
Segment Benchmark
34.40%
13.14%
22.73%
16.85%
11.62%
10.15%
9.61%
5.43%
7.45%
13.75%
6.35%
24.16%
3.74%
2.25%
0.84%
7.17%

VAMO TOP 10 HOLDINGS[View All]

12.25%
27.72%

VAMO Countries


VAMO
Segment Benchmark
100.00%
99.93%
--
0.07%

VAMO Regions


VAMO
Segment Benchmark
100.00%
100.00%

VAMO Economic Development


VAMO
Segment Benchmark
100.00%
100.00%

VAMO Performance Statistics

0.34
0.44
0.31
0.45
0.81%
MSCI USA IMI

VAMO BENCHMARK COMPARISON HOLDINGS

93
2378
88
3.20%

VAMO BENCHMARK COMPARISON SUMMARY


VAMO
Segment Benchmark
93
2378
$11.50B
$191.20B
16.25
22.97
1.96
3.12
1.13%
1.84%
Low
Low

VAMO BENCHMARK COMPARISON MARKET CAP SIZE


VAMO
Segment Benchmark
18.27%
80.89%
25.44%
14.48%
49.20%
4.28%
7.09%
0.35%