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.