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Cambria Global Asset Allocation ETF (GAA)

Cboe US - Cboe US Delayed price. Currency in USD
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28.88+0.21 (+0.72%)
At close: 03:46PM EDT

Risk statistics

3 yearsGAACategory average
5 yearsGAACategory average
10 yearsGAACategory average
Alpha
0.010.16
0.38-0.75
0-1.52
BETA
0.790.93
0.871.01
01.03
Mean annual return
0.140.14
0.490.44
00.37
R-squared
92.5686.95
91.6787.75
086.64
Standard deviation
10.2812.39
11.3413.42
011.02
Sharpe ratio
-0.13-0.12
0.320.23
00.27
Treynor ratio
-2.4-2.22
3.622.22
02.28