Cambria Global Value ETF
Provider: Cambria
| Annualised Return | 4.6% |
| Realised Volatility | 18.94% |
| Downside Volatility | 13.26% |
| Max Drawdown | -40.54% |
| Winning months | 55.71% |
| Sharpe Ratio | 0.24 |
| Sortino Ratio | 0.35 |
| Calmar Ratio | 0.11 |
| Viking Ratio | 0.36 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.82% | 6.18% | 5.59% | 3.41% | 2.75% | 5.36% | 0.66% | 5.18% | 2.1% | -0.21% | 43.29% | ||
| 2024 | -3.52% | 0.68% | 3.54% | 0.85% | 4.37% | -2.68% | 0.59% | 2.21% | 4.39% | -4.82% | -1.6% | -0.95% | 2.6% |
| 2023 | 4.19% | -1.63% | -0.37% | 1.82% | -4.81% | 5.63% | 6.01% | -5.58% | -3.23% | -0.48% | 8.24% | 3.86% | 13.3% |
| 2022 | 1.22% | -9.24% | 1.34% | -4.24% | 3.8% | -11.75% | 0.17% | -0.01% | -10.33% | 9.43% | 11.85% | 2.51% | -7.98% |
| 2021 | -2.1% | 4.1% | 1.74% | 3.37% | 5.1% | -3.14% | 0.93% | 3.31% | -2.56% | 3.8% | -7.15% | 3.61% | 10.7% |
| 2020 | -4.02% | -11.15% | -24.22% | 5.39% | 3.79% | 5.21% | 0.68% | 1.92% | -3.81% | -7.95% | 23.05% | 10.04% | -8.51% |
| 2019 | 10.33% | -1.04% | -1.28% | 1.94% | -4.03% | 7.86% | -1.67% | -5.93% | 3.27% | 2.42% | 0.35% | 4.99% | 17.24% |
| 2018 | 9.18% | -4.94% | -1.05% | -1.02% | -6.11% | -1.9% | 3.54% | -3.87% | 0.82% | -5.5% | 0.4% | -3.87% | -14.32% |
| 2017 | 6.04% | 0.65% | 2.23% | 3.54% | 2.85% | 1.9% | 5.47% | 1.97% | -0.2% | -0.4% | -1.35% | 3.72% | 29.5% |
| 2016 | -5.64% | -1.2% | 12.59% | 3.82% | -3.76% | -0.09% | 4.09% | 1.21% | 2.26% | 2.87% | -4.48% | 5.69% | 17.23% |
| 2015 | -3.13% | 9.03% | -3.78% | 9.16% | -3.03% | -4.22% | -0.15% | -5.15% | -3.14% | 3.39% | -3.86% | -2.21% | -8.12% |
| 2014 | 5.74% | 0.23% | 0.1% | 0.24% | -4.75% | -0.24% | -7.08% | -5.06% | -0.14% | -7.7% | -17.84% |