What is VAMO?

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.

PERFORMANCE [as of 03/22/23] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
VAMO -7.02% -7.57% -8.01% -4.50% 17.65% 1.21% --
VAMO (NAV) -7.21% -7.86% -8.03% -3.75% 16.25% 1.19% --
No Underlying Index -- -- -- -- -- -- --
MSCI USA IMI -2.13% 3.22% 2.73% -12.11% 21.69% 9.62% 11.45%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

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.

VAMO Summary Data

Cambria
09/08/15
0.64%
$92.45M
No Underlying Index
MSCI USA IMI
Open-Ended Fund

Peers

MSCI USA IMI

Fund Flows

-$0.03B 5 Days
-$0.03B 30 Days
-$0.03B 90 Days

VAMO Portfolio Data

$18.83B
5.47
1.52
1.20%
N/A
96

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
Low
Daily

Factset Analytics Block Liquidity

As of 03/23/23

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

47,625
$1.23M
15,002
$400.98K
0.25%
$0.07
0.08%
5.83% / -3.14%
None
100.00%
50,000
0.30
0.06%
0.06%
0
$24.97
5

VAMO Sector/Industry Breakdown

VAMO Segment
Benchmark
28.49% --
19.03% --
16.77% --
7.69% --
5.60% --
4.37% --
4.16% --
2.97% --
2.88% --
2.54% --

VAMO Performance Statistics

0.03
0.11
0.00
0.21
1.73%
MSCI USA IMI

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%
0.00% 0.00%

VAMO Benchmark Comparison Holdings

96
2560
94
4.68%

VAMO Benchmark Comparison Summary

VAMO Segment
Benchmark
96 2560
$18.83B $391.49B
5.47 20.56
1.52 3.75
1.55% 1.53%
Medium Low

VAMO Benchmark Comparison Market Cap Size

VAMO Segment
Benchmark
24.85% 86.91%
37.06% 10.27%
22.17% 2.60%
4.82% 0.22%