Cambria Value and Momentum ETF (VAMO)
Description
The VAMO ETF contains 100 constituents. It is focused on holdings in the North America region.
Price $27.42 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 1.13% |
| Expense ratio | 0.64% |
| Average spread | 0.219% |
| 1Y roundtrip cost | 0.859% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -2.8% | 7.7% | -3.6% | 3.5% | 3.7% | -6.2% | 1.1% | 2.2% | -2.1% | 5.9% | 9.4% | ||
| 2021 | 7.8% | 7.0% | 4.1% | -0.9% | 7.7% | -1.2% | -5.1% | 1.0% | 2.4% | 5.0% | 0.7% | 0.6% | 29.1% |
| 2020 | -3.5% | -6.2% | -11.8% | -1.7% | 1.3% | -0.3% | 7.7% | 1.9% | 1.0% | -1.8% | 7.8% | 2.3% | -3.4% |
| 2019 | -0.3% | -0.4% | -4.5% | 0.3% | -4.9% | 3.4% | -0.3% | -3.5% | 1.9% | 1.8% | 1.6% | 0.5% | -4.3% |
| 2018 | 2.1% | -4.4% | 1.8% | 1.5% | 4.1% | -1.0% | -0.2% | 1.8% | -3.4% | -5.6% | -3.9% | -4.3% | -11.5% |
| 2017 | -1.6% | 0.1% | -0.6% | 1.3% | -3.7% | 1.0% | 2.3% | -0.0% | 4.2% | 1.1% | 0.7% | -0.7% | 4.0% |
| 2016 | -4.0% | 4.4% | -0.6% | -1.0% | -1.1% | -0.6% | 2.6% | 1.6% | 0.2% | -4.4% | 7.7% | 0.6% | 5.5% |
| 2015 | -2.3% | 1.3% | -5.8% | -6.8% | |||||||||
| -2.2% | 8.2% | -15.2% | 3.0% | 7.2% | -4.8% | 8.1% | 4.9% | 4.1% | -0.3% | 15.9% | -6.8% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.01 | 0.07 | 0.07 | 0.15 | |||||||||
| 2021 | 0.02 | 0.06 | 0.03 | 0.16 | 0.27 | ||||||||
| 2020 | 0.02 | 0.10 | 0.02 | 0.07 | 0.20 | ||||||||
| 2019 | 0.06 | 0.07 | 0.06 | 0.05 | 0.24 | ||||||||
| 2018 | 0.04 | 0.07 | 0.04 | 0.07 | 0.22 | ||||||||
| 2017 | 0.02 | 0.02 | 0.02 | 0.03 | 0.09 | ||||||||
| 2016 | 0.02 | 0.06 | 0.03 | 0.11 | |||||||||
| 2015 | 0.05 | 0.05 | |||||||||||
| 0.00 | 0.00 | 0.17 | 0.00 | 0.00 | 0.41 | 0.00 | 0.00 | 0.30 | 0.00 | 0.00 | 0.45 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| U.S. Dollar | 9.59% |
| Matador Resources Company | 3.64% |
| Silvergate Capital Corp. Class A | 3.39% |
| Ovintiv Inc | 3.15% |
| Dillard\'s, Inc. Class A | 3.09% |
| Civitas Resources, Inc. | 2.95% |
| Veritiv Corp | 2.90% |
| Quanta Services, Inc. | 2.89% |
| Mr. Cooper Group, Inc. | 2.84% |
| Big 5 Sporting Goods Corporation | 2.76% |
| Owens & Minor, Inc. | 2.52% |
| ArcBest Corporation | 2.40% |
| United Natural Foods, Inc. | 2.24% |
| SVB Financial Group | 2.14% |
| Alcoa Corporation | 2.08% |
| Top 15 Weights | 48.58% |
Compare with similar ETFs
| VAMO | HIBL | HSMV | SIXS | SQEW | TPSC | |
|---|---|---|---|---|---|---|
| Product name | Cambria Value and Momentum ETF | Direxion Daily S&P 500 High Beta Bull 3X Shares | First Trust Horizon Managed Volatility Small/Mid ETF | 6 Meridian Small Cap Equity ETF | LeaderShares Equity Skew ETF | Timothy Plan US Small Cap Core ETF |
| Issuer | Cambria | Direxion | First Trust | Meridian | LeaderShares | Timothy |
| Price | $27.42 | $20.4819 | $28.7342 | $38.676 | $27.03 | $28.93 |
| Expense Ratio | 0.64% |  0.98% | 0.8% | 1% | 0.75% |  0.52% |
| Average Spread | 0.219% | 0.488% | 0.139% | 0.336% | 0.333% | 0.277% |
| AUM | $26,129,500 | $35,125,800 | $12,935,000 | $48,223,100 | $75,141,900 | $43,769,800 |
| Shares | 952,937 | 1,714,966 | 450,161 | 1,246,849 | 2,779,943 | 1,512,956 |
| Average Daily Volume | 72,237 | 384,794 | 879 | 740 | 19,470 | 12,770 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2015-09-08 | 2019-11-07 | 2020-04-06 | 2020-05-11 | 2020-05-12 | 2019-12-02 |
| Index Tracked | No Underlying Index | S&P 500 High Beta Index | No Underlying Index | No Underlying Index | No Underlying Index | Victory US Small Cap Volatility Weighted BRI Index |
| Category | Small Cap Blend Equities | Leveraged Equities | Small Cap Blend Equities | Small Cap Blend Equities | Global Equities | Small Cap Blend Equities |
| Asset Class | Alternatives | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Mid/Small/Micro Caps | Mid Caps | Mid/Small Caps | Large/Mid/Small Caps | Mid/Small Caps | |
| Value or Growth | Blend | Blend | Blend | Blend | Blend | |
| Region | North America | North America | North America | North America | North America | |
| Countries | U.S. | U.S. | U.S. | U.S. | Broad | U.S. |
| Annual Dividend Rate | $0.311 | $0 | $0.37 | $0.598 | $3.008 | $0.323 |
| Annual Dividend Yield | 0.011% | 0.000% | 0.013% | 0.015% | 0.111% | 0.011% |
| Number of Holdings | 100 | 200 | 88 | 3407 | 463 | |
| YTD Return | 8.81% | -72.54% | -16.59% | -24.88% | -23.01% | -18.00% |
| Beta | 0.16 | 3.73 | 0.90 | 1.15 | 0.90 | 1.13 |
| Upside Beta | -0.06 | 2.63 | 0.63 | 0.82 | 0.36 | 0.93 |
| Downside Beta | -0.01 | -1.31 | 0.00 | -0.08 | -0.45 | 0.18 |
| Volatility 1Y | 24.24% | 103.37% | 18.99% | 20.97% | 22.95% | 23.24% |
| Sharpe Ratio 3Y | 0.75 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Treynor Ratio 3Y | 0.08 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |