Cambria Global Risk Adjusted Performance

GMOM Etf  USD 28.52  0.08  0.28%   
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Cambria Global Momentum has current Risk Adjusted Performance of 0.0584.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0584
ER[a] = Expected return on investing in Cambria Global
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Cambria Global Risk Adjusted Performance Peers Comparison

Cambria Risk Adjusted Performance Relative To Other Indicators

Cambria Global Momentum is rated below average in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  53.89  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Cambria Global Momentum is roughly  53.89 
Compare Cambria Global to Peers

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