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Cambria Global Asset Allocation ETF (GAA)

Cboe US - Cboe US Real Time Price. Currency in USD
Visitors trend10W9M
29.02-0.33 (-1.11%)
At close: 03:59PM EDT

Risk Statistics

3 YearsGAACategory Average
5 YearsGAACategory Average
10 YearsGAACategory Average
Alpha
-0.170.19
0.03-0.72
0-1.58
BETA
0.80.93
0.871.01
01.02
Mean Annual Return
0.340.37
0.580.58
00.44
R-squared
91.7486.73
90.9687.16
086.1
Standard Deviation
10.4412.54
11.2613.3
010.98
Sharpe Ratio
0.020.05
0.40.33
00.33
Treynor Ratio
-0.380
4.643.7
02.95