Cambria Trinity ETF
Ticker
TRTY
ISIN
US132061839
Price
USD 26.33
Change Today
-0.03 / -0.114 %
Price 1 year ago
23.70 / 11.075 %
Morningstar
4
52 Week Low
23.24
52 Week High
26.36
200 Day Moving Average 24.68
24.68
50-day Moving Average
25.79
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.67 |
| Sortino Ratio | 0.49 |
| Maximum Drawdown | -6.35% |
| Maximum Drawdown Date | 2023-10-04 |
| Calmar Ratio | -1.16 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | 1.43 |
| Volatility | 6.643% |
| Alpha | +3.22 |
| Beta | -- |
| R Squared | +75.13 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 4.222% |
| Average Annual Volatility | 10.607% |
| Sharpe Ratio | 0.40 |
| Sortino Ratio | 0.21 |
| Maximum Drawdown | -22.0% |
| Maximum Drawdown Date | 2020-03-19 |
| Calmar Ratio | -0.20 |
Company information
Summary
The investment seeks income and capital appreciation. Under normal market conditions, the fund invests at least 80% of its total assets in affiliated and unaffiliated exchange-traded funds ("ETFs") and other exchange-traded products ("ETPs") (collectively, "underlying vehicles") that provide exposure to various (i) investment asset classes, including equity and fixed income securities, real estate, commodities, and currencies, and (ii) factors such as value, momentum, and trend investing.
Market
US
Category
Tactical Allocation
Expense Ratio
0.44%
Fund family
CAMBRIA ETF TRUST
Morningstar
4
Yield
0.0194
Exchange
BTS
| Sector | Weight |
|---|---|
| Energy | 37.57% |
| Basic materials | 31.40% |
| Consumer cyclical | 9.68% |
| Utilities | 2.22% |
| Industrials | -0.33% |
| Realestate | -0.40% |
| Consumer defensive | -1.26% |
| Communication services | -8.38% |
| Financial services | -8.87% |
| Healthcare | -10.88% |
| Technology | -14.70% |
| Country | Ratio |
|---|---|
| United States | 44.07 |
| Japan | 5.45 |
| China | 5.19 |
| Canada | 4.64 |
| United Kingdom | 4.45 |
| Taiwan | 3.27 |
| South Africa | 2.76 |
| Australia | 2.10 |
| France | 2.08 |
| Brazil | 2.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| SYLD | Cambria Shareholder Yield ETF | 12.57% |
| VAMO | Cambria Value and Momentum ETF | 11.57% |
| VGIT | Vanguard Intmdt-Term Trs ETF | 7.65% |
| FYLD | Cambria Foreign Shareholder Yield ETF | 7.2% |
| EYLD | Cambria Emerging Shareholder Yield ETF | 7.09% |
| GVAL | Cambria Global Value ETF | 5.83% |
| PDBC | Invesco Optm Yd Dvrs Cdty Stra No K1 ETF | 4.83% |
| BND | Vanguard Total Bond Market ETF | 4.82% |
| WTMF | WisdomTree Managed Futures Strategy ETF | 3.82% |
| EMLC | VanEck Vectors JP Morgan EM LC Bd ETF | 3.53% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| AEONCR.KL | AEON Credit Service (M) Berhad | MYL5139OO00 | YHD | 5 | |||
| AGOX | Adaptive Alpha Opportunities ETF | US85521B742 | PCX | 1.69% | 5 | +1.81 | |
| AIRPORT.KL | Malaysia Airports Holdings Berhad | MYL5014OO00 | YHD | 5 | |||
| AXIATA.KL | Axiata Group Berhad | MYL6888OO00 | YHD | 5 | |||
| CEFS | Saba Closed-End Funds ETF | US30151E806 | BTS | 2.90% | 5 | +12.38 | |
| DAYANG.KL | Dayang Enterprise Holdings Bhd | MYL5141OO00 | YHD | 5 | |||
| DIGI.KL | Digi.Com Berhad | MYL6947OO00 | YHD | 5 | -- | -- | |
| GAMUDA.KL | Gamuda Berhad | MYL5398OO00 | YHD | 5 | |||
| HLIND.KL | Hong Leong Industries Berhad | MYL3301OO00 | YHD | 5 | |||
| IJM.KL | IJM Corporation Berhad | MYL3336OO00 | YHD | 5 | |||
| IOICORP.KL | IOI Corporation Berhad | MYL1961OO00 | YHD | 5 | |||
| IOIPG.KL | IOI Properties Group Berhad | MYL5249OO00 | YHD | 5 | |||
| LCR | Leuthold Core ETF | US527289789 | PCX | 0.86% | 5 | +2.44 | -- |
| PBBANK.KL | Public Bank Berhad | MYL1295OO00 | YHD | 5 | |||
| SIMEPLT.KL | Sime Darby Plantation Berhad | MYL5285OO00 | YHD | 5 | |||
| TAKAFUL.KL | Syarikat Takaful Malaysia Keluarga Berhad | MYL6139OO00 | YHD | 5 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.