Cambria Global Market Risk Adjusted Performance
| GMOM Etf | | | USD 34.54 -0.88 -2.48% |
This dataset for Cambria Global Momentum reflects inputs used in the Market Risk Adjusted Performance calculation. All values reflect available price and volume data across reporting intervals. Data availability for the calculation period determines indicator completeness. Extended technical indicator views are accessible through
Equity Screeners.
Risk vs Return Analysis provides context for diversified portfolio design. Additional portfolio transparency improves capital positioning. This suggests a position in Cambria Global Momentum. The position sits inside the allocation mix. Position sizing reflects the allocation methodology applied to the portfolio. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in metropolitan statistical area.
Cambria Global Momentum has current Market Risk Adjusted Performance of 0.0688.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0688 | |
| ER[a] | = | Expected return on investing in Cambria Global |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
Cambria Global Momentum lands at
#3 in market risk adjusted performance against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs producing
89.08 in Maximum Drawdown for each unit of Market Risk Adjusted Performance. The spread between Maximum Drawdown and Market Risk Adjusted Performance for Cambria Global Momentum sits at
89.08 Other Technical Indicators