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Cambria Global Asset Allocation ETF (GAA)
Cboe US - Cboe US Real-time price. Currency in USD
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At close: 03:57PM EDT
Risk statistics
3 yearsGAACategory average
5 yearsGAACategory average
10 yearsGAACategory average
Alpha
-0.090.15
0-0.96
0-1.59
BETA
0.80.93
0.881.01
01.03
Mean annual return
0.270.29
0.530.51
00.4
R-squared
92.7886.95
91.6887.7
086.46
Standard deviation
10.3312.38
11.313.35
010.99
Sharpe ratio
0.020.04
0.380.29
00.3
Treynor ratio
-0.33-0.04
4.283.13
02.66
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