Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GMOM (Cambria Global Momentum ETF) | 8.45% | 25.75% | 12.74% | 6.34% | 7.29% | NA | NA | … | … |
Data as of 06/05/2026, Common starting date is 11/04/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMOM (Cambria Global Momentum ETF) | 11/04/2014 | 06/05/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.18 | 25.75 | 12.74 | 6.34 | 7.29 | NA | NA | … | … | 8.45 | 20.60 | 6.75 | 0.65 | -2.82 | 19.13 | 2.42 | 8.24 | -9.61 | 20.67 | 4.57 | -8.54 | 1.69 |
| Sharpe Ratio | NA | 1.99 | 0.76 | 0.32 | 0.46 | NA | NA | … | … | 1.55 | 1.28 | 0.21 | -0.26 | -0.30 | 1.19 | 0.15 | 1.14 | -0.86 | 2.35 | 0.59 | -0.97 | 1.76 |
| Standard Deviation(%) | NA | 13.62 | 14.28 | 14.44 | 12.85 | NA | NA | … | … | 16.90 | 13.95 | 15.03 | 11.77 | 14.26 | 16.05 | 14.14 | 5.91 | 12.84 | 8.56 | 7.45 | 8.84 | 6.47 |
| Draw Down(%) | NA | 9.58 | 13.74 | 19.16 | 25.03 | NA | NA | … | … | 9.58 | 13.24 | 10.49 | 9.11 | 16.06 | 8.72 | 19.93 | 2.41 | 16.57 | 2.72 | 5.68 | 12.86 | 2.12 |
| Yield(%) | 0.00 | 2.01 | 3.00 | 2.83 | 2.95 | 2.01 | 1.50 | … | … | 0.12 | 3.50 | 2.27 | 3.54 | 2.37 | 3.91 | 1.24 | 2.73 | 1.68 | 2.40 | 1.83 | 1.68 | 1.10 |
Data as of 06/05/2026, Common starting date is 11/04/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMOM (Cambria Global Momentum ETF) |
-2.28%
Oct 2017 – Oct 2020 |
-0.41%
Mar 2015 – Mar 2020 |
3.56%
Mar 2015 – Mar 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMOM (Cambria Global Momentum ETF) |
14.34%
May 2023 – May 2026 |
9.92%
Oct 2020 – Oct 2025 |
8.08%
Feb 2016 – Feb 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart