Fund: CAMTR
Cambria Tail Risk ETF (dis) | |
US1320618622 | |
05-04-2017 | |
Balanced | |
Balanced - Total return - USD | |
Cambria Funds | |
Cambria Investment Management, L.P. | |
USD | |
1,000 | |
5% |
1M | 3M | 6M | 9M | 1R | 3R p.a. | 5R p.a. | 7R p.a. | 10R p.a. | od vnizku p.a. | ||
---|---|---|---|---|---|---|---|---|---|---|---|
Výkonnosť fondu | 0.26% | -2.77% | -9.00% | -9.28% | -15.12% | -14.17% | -10.65% | -10.10% | - | N/A | |
Priemerná výkonnosť (36 meraní) | -1.24% | -14.79% | -9.42% | - | - | ||||||
Volatilita od priemernej výkonnosti | 4.21% | 6.31% | 5.92% | - | - |
Long | Short | Net | |
---|---|---|---|
Stock | 16.45% | 16.45% | |
Bond | 90.97% | 90.97% | |
Other | |||
Cash | 5.47% | 12.90% | -7.42% |
Aktíva | 815 mil. |
Počet akcíí | 0 |
Počet dlhopisov | 1 |
Priebež. popl. | |
z toho Mng. popl. | 0.59 |
Výk. prémia | |
Trans. popl. |
Dividenda | 0.406 |
Dividendový výnos | 3.47% |
Rozhodný dátum | 21-03-2024 |
Frekvencia výplaty | štvrťročne |
Giant | 7.74% |
Large | 5.66% |
Medium | 2.98% |
Small | 0.07% |
Micro | 0.00% |
P/E | 21.59% |
P/BV | 4.09% |
Basic Materials | 0.34% |
Consumer Cyclical | 1.65% |
Financial Services | 2.05% |
Real Estate | 0.36% |
Consumer Defensive | 0.99% |
Healthcare | 1.97% |
Utilities | 0.43% |
Communication Services | 1.53% |
Energy | 0.64% |
Industrials | 1.32% |
Technology | 5.18% |
Government | 90.97 |
Derivatives | -7.42 |
Výnos do splatnosti p.a. | 4.21 |
Modifikovaná durácia | 7.05 |
AAA | 0.00 |
AA | 100.00 |
A | 0.00 |
BBB | 0.00 |
BB | 0.00 |
B | 0.00 |
Below B | 0.00 |
Not Rated | 0.00 |
United States | 16.35% |
Canada | |
Latin America | |
United Kingdom | 0.02% |
Eurozone | 0.03% |
Europe - ex Euro | 0.05% |
Europe - Emerging | |
Africa | |
Middle East | |
Japan | |
Australasia | |
Asia - Developed | 0.01% |
Asia - Emerging | |
Emerging Market | |
Developed Country | 16.45% |
Not Classified |
Spoločnosť | Subsektor | Váha | Spoločnosť | Subsektor | Váha |
---|---|---|---|---|---|
United States Treasury Notes 4.13% | 90.97% | Option on S&P 500 PR | 3.14% | ||
Option on S&P 500 PR | 2.77% | Option on S&P 500 PR | 2.34% | ||
Option on S&P 500 PR | 1.79% | Option on S&P 500 PR | 1.75% | ||
Option on S&P 500 PR | 1.43% | Option on S&P 500 PR | 1.43% | ||
Option on S&P 500 PR | 1.16% | Option on S&P 500 PR | 0.63% |