Cambria Emerging Shareholder Yield ETF
Provider: Cambria
| Annualised Return | 9.45% |
| Realised Volatility | 17.05% |
| Downside Volatility | 11.9% |
| Max Drawdown | -30.53% |
| Winning months | 62.04% |
| Sharpe Ratio | 0.55 |
| Sortino Ratio | 0.79 |
| Calmar Ratio | 0.31 |
| Viking Ratio | 0.29 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.73% | 0.29% | 0.38% | -0.22% | 8.49% | 6.14% | 16.51% | ||||||
| 2024 | -0.93% | 5.31% | 3.16% | 2.09% | 2.92% | -0.12% | -1.69% | 1.63% | 1.3% | -3.99% | -1.47% | -3.17% | 4.72% |
| 2023 | 6.03% | -3.13% | -0.46% | 1.08% | -3.78% | 4.05% | 7.76% | -3.87% | 1.18% | -4.36% | 8.38% | 5.65% | 18.77% |
| 2022 | 0.09% | -6.47% | -5.3% | -5.56% | 0.45% | -8.59% | 1.53% | 1.36% | -7.3% | 0.04% | 15.86% | -1.32% | -16.1% |
| 2021 | 0.06% | 7.57% | 2.24% | 4.8% | -1.93% | 1.4% | 0.39% | -1.4% | -4.9% | 0.7% | -2.86% | 5.51% | 11.44% |
| 2020 | -5.87% | -9.37% | -18.56% | 8.86% | 6.07% | 4.66% | 5.65% | 1.27% | -0.93% | 0.15% | 11.29% | 11.04% | 10.14% |
| 2019 | 8.76% | 1.44% | 1.3% | 1.99% | -4.54% | 5.79% | -0.04% | -5.32% | 2.17% | 4.35% | -1.1% | 6.2% | 22% |
| 2018 | 8.33% | -1.93% | 0.52% | -2.91% | -1.94% | -5.3% | 1.63% | -4.45% | 1.83% | -8.7% | 1.12% | 2.01% | -10.34% |
| 2017 | 4.73% | 4.36% | 2.12% | 1.35% | 1.77% | -0.51% | 7.94% | 5.36% | 0.28% | -1.87% | -1.17% | 6.47% | 34.9% |
| 2016 | 2.88% | -0.89% | 2.67% | 0.15% | -2.96% | 3.5% | 5.31% |