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’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 MSCI ESG Analytics Insight

Cambria Value and Momentum ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.75 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 Value and Momentum ETF ranks in the 33th percentile within its peer group and in the 77th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

VAMO Charts And Performance

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Total Return Chart (%)
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Select ETFs to compare their performance:
PERFORMANCE [as of 07/01/20] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
VAMO -3.68% -0.87% -21.27% -20.29% -10.53% -- --
ticker (NAV) -4.17% -2.97% -21.63% -18.83% -10.43% -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA IMI -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

VAMO Summary Data

Cambria
09/09/15
Open-Ended Fund
0.64%
$10.60M
$17.13K
2.08%

VAMO Portfolio Data

--
--
--
1.38%
N/A
100

VAMO Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA IMI

VAMO Portfolio Management

0.64%
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--
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VAMO Tax Exposures

20.00% / 39.60%
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Qualified dividends
No

VAMO Fund Structure

Open-Ended Fund
No
No
No Policy
N/A
N/A
High
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

VAMO Factset Analytics Block Liquidity

As of 07/03/20
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 4 out of 5.

VAMO Tradability

1,088
$17.13K
578
$9.65K
2.08%
$0.35
-0.44%
3.84% / -5.38%
None
100.00%
50,000
0.01
0.09%
0.05%
0
$16.50
4

VAMO Top 10 Holdings[View All]

60.22%
4.83%
4.53%
4.08%
4.03%
3.79%
3.72%
3.64%
3.61%
3.53%
95.98%

VAMO Countries


VAMO
Segment Benchmark
--
0.08%
--
99.92%

VAMO Regions


VAMO
Segment Benchmark
--
100.00%

VAMO Economic Development


VAMO
Segment Benchmark
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100.00%

VAMO Performance Statistics

0.41
0.30
0.13
0.34
1.65%
MSCI USA IMI

VAMO MSCI ESG Ratings

4.75 / 10
77.08
32.88
3.90%
8.00%
90.45

VAMO Benchmark Comparison Holdings

100
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VAMO Benchmark Comparison Summary


VAMO
Segment Benchmark
100
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Low
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VAMO Benchmark Comparison Market Cap Size


VAMO
Segment Benchmark
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