CAMBRIA GLOBAL MOMENTUM ETF
Symbol: GMOM
Exchange: BATS
Sector: Technology
Category: Tactical Allocation
Inception date: 03/11/2014
Latest date: 20/07/2026
Current price: $36.00
Expense ratio: 1.01%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.97%
Ann. -44.86% (Sharpe / Sortino numerator)
Volatility
22.31%
Sharpe ratio
-2.174
VaR 95%
-2.46%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
-3.25%
Ann. 30.25% (Sharpe / Sortino numerator)
Volatility
19.99%
Sharpe ratio
1.332
VaR 95%
-2.00%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
2.75%
Ann. 24.66% (Sharpe / Sortino numerator)
Volatility
16.89%
Sharpe ratio
1.245
VaR 95%
-1.73%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
21.61%
Ann. 27.10% (Sharpe / Sortino numerator)
Volatility
15.89%
Sharpe ratio
1.477
VaR 95%
-1.49%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
30.61%
Ann. 14.54% (Sharpe / Sortino numerator)
Volatility
15.43%
Sharpe ratio
0.707
VaR 95%
-1.44%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
36.56%
Ann. 12.40% (Sharpe / Sortino numerator)
Volatility
14.31%
Sharpe ratio
0.613
VaR 95%
-1.32%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.
Average daily return
0.083%
Best day
3.014%
Worst day
-3.577%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $36.10 | $36.28 | $36.00 | $36.00 | 9,300 |
| 17/07/2026 | $36.10 | $36.12 | $36.02 | $36.04 | 4,800 |
| 16/07/2026 | $36.18 | $36.21 | $36.09 | $36.10 | 7,900 |
| 15/07/2026 | $36.00 | $36.26 | $35.99 | $36.26 | 9,700 |
| 14/07/2026 | $35.98 | $36.29 | $35.98 | $36.23 | 8,900 |
| 13/07/2026 | $36.02 | $36.15 | $35.93 | $35.93 | 11,700 |
| 10/07/2026 | $36.00 | $36.08 | $35.91 | $36.00 | 6,200 |
| 09/07/2026 | $35.98 | $35.98 | $35.76 | $35.77 | 800 |
| 08/07/2026 | $35.61 | $35.64 | $35.43 | $35.64 | 2,400 |
| 07/07/2026 | $35.31 | $35.55 | $35.03 | $35.45 | 18,000 |