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 2022-10-20

Cost/Risk/Yield

Dividend yield1.13%
Expense ratio0.64%
Average spread0.219%
1Y roundtrip cost0.859%

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%
20217.8%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%
20182.1%-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
20220.010.070.070.15
20210.020.060.030.160.27
20200.020.100.020.070.20
20190.060.070.060.050.24
20180.040.070.040.070.22
20170.020.020.020.030.09
20160.020.060.030.11
20150.050.05
0.000.000.170.000.000.410.000.000.300.000.000.45

Sectors and Top Holdings

Security % Assets
U.S. Dollar9.59%
Matador Resources Company3.64%
Silvergate Capital Corp. Class A3.39%
Ovintiv Inc3.15%
Dillard\'s, Inc. Class A3.09%
Civitas Resources, Inc.2.95%
Veritiv Corp2.90%
Quanta Services, Inc.2.89%
Mr. Cooper Group, Inc.2.84%
Big 5 Sporting Goods Corporation2.76%
Owens & Minor, Inc.2.52%
ArcBest Corporation2.40%
United Natural Foods, Inc.2.24%
SVB Financial Group2.14%
Alcoa Corporation2.08%
Top 15 Weights48.58%

Compare with similar ETFs

VAMO HIBL HSMV SIXS SQEW TPSC
Product nameCambria Value and Momentum ETFDirexion Daily S&P 500 High Beta Bull 3X SharesFirst Trust Horizon Managed Volatility Small/Mid ETF6 Meridian Small Cap Equity ETFLeaderShares Equity Skew ETFTimothy Plan US Small Cap Core ETF
IssuerCambriaDirexionFirst TrustMeridianLeaderSharesTimothy
Price$27.42$20.4819$28.7342$38.676$27.03$28.93
Expense Ratio0.64%worse0.98%worse0.8%worse1%worse0.75%better0.52%
Average Spread0.219%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
Shares952,9371,714,966450,1611,246,8492,779,9431,512,956
Average Daily Volume72,237384,79487974019,47012,770
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2015-09-082019-11-072020-04-062020-05-112020-05-122019-12-02
Index TrackedNo Underlying IndexS&P 500 High Beta IndexNo Underlying IndexNo Underlying IndexNo Underlying IndexVictory US Small Cap Volatility Weighted BRI Index
CategorySmall Cap Blend EquitiesLeveraged EquitiesSmall Cap Blend EquitiesSmall Cap Blend EquitiesGlobal EquitiesSmall Cap Blend Equities
Asset ClassAlternativesEquityEquityEquityEquityEquity
Asset Class SizeMid/Small/Micro CapsMid CapsMid/Small CapsLarge/Mid/Small CapsMid/Small Caps
Value or GrowthBlendBlendBlendBlendBlend
RegionNorth AmericaNorth AmericaNorth AmericaNorth AmericaNorth America
CountriesU.S.U.S.U.S.U.S.BroadU.S.
Annual Dividend Rate$0.311$0$0.37$0.598$3.008$0.323
Annual Dividend Yield0.011%0.000%0.013%0.015%0.111%0.011%
Number of Holdings100200883407463
YTD Return8.81%-72.54%-16.59%-24.88%-23.01%-18.00%
Beta0.163.730.901.150.901.13
Upside Beta-0.062.630.630.820.360.93
Downside Beta-0.01-1.310.00-0.08-0.450.18
Volatility 1Y24.24%103.37%18.99%20.97%22.95%23.24%
Sharpe Ratio 3Y0.750.000.000.000.000.00
Treynor Ratio 3Y0.080.000.000.000.000.00

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew