Cambria Value and Momentum ETF
VAMO CBOE - exBATS
The Cambria Value and Momentum utilizes a quantitative approach to actively manage a portfolio of domestic equities. The Value and Momentum ETF combines the two factors and additionally can tactically hedge the equity portfolio with strict risk control methods that are completely systematic. The ma...
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- Fund size
- 12.4M as of Feb 2020
- Expense ratio
- 0.59% per year
- Dividend yield
- 0.36% Quarterly
- Volatility · 1Y
- 10.8% Low Risk
- Beta
- 0.32 vs the market
- 52-week range
- 31.9437.36
How VAMO has paid off
Price return over every period, and total return with dividends reinvested, set against price alone.
Return by period
Price · to Oct 12Total return vs price return
Price onlyOver 1 year, VAMO returned +7.5% with dividends reinvested — dividends added +0.4 pts to the price move.
How bumpy is the ride?
Return only means something next to the risk taken to earn it. Volatility, drawdowns and market sensitivity over 1 year.
Volatility
Annualized · 1YA typical year sees the price swing about ±11% around its trend.
Drawdown from peak
How far below its previous high the price has been Deepest fall −6.7% on Sep 30, 2026 — 44 days after the previous high
More than 5% below a high 6% of the time.
Market sensitivity
BetaA beta of 0.32 means VAMO has moved less than the market.
Trend & momentum
Where the price sits against its moving averages, and how stretched the recent move is.
Price vs moving averages
Uptrend- 12-day average35.39 +0.1%
- 26-day average35.67 −0.7%
- 50-day average35.91 −1.3%
- 200-day average35.21 +0.6%
The price is above 2 of 4 averages. The 50-day average is above the 200-day, a sign of a rising longer-term trend.
Relative strength (RSI)
NeutralRSI compares recent gains with recent losses on a 0–100 scale. Above 70 a move is often considered stretched, below 30 washed out.
Technical indicators describe past prices. They are not a forecast.
Inside the fund
Smart Betas · Long / Short — tracking the Not Applicable.
- Assets under management12.4MUSD
- Expense ratio0.59%per year
- Holdings103
- Risk score5.6Medium
Launched September 2015. Fund data as of Feb 28, 2020.
What it pays you
Cash distributions over the last twelve months, and how they have grown.
About 4 USD a year for every 1,000 USD invested at today's price.
- Per share
- 0.13
- Frequency
- Quarterly
- Last paid
- Sep 18, 2026
Last 12 months
0.13 USD / shareWhere VAMO shows up
Curated themes and indices that hold VAMO. Open one to see it in context, or test the whole theme in a portfolio.
About Cambria Value and Momentum ETF
The Cambria Value and Momentum utilizes a quantitative approach to actively manage a portfolio of domestic equities. The Value and Momentum ETF combines the two factors and additionally can tactically hedge the equity portfolio with strict risk control methods that are completely systematic. The manager believes that a focus on all three factors – value, momentum, and tactical hedging, produces a portfolio of companies that offer strong characteristics, with the potential added benefit of lower volatility and protecting against market downturns.
- Featured in 1 curated theme
- 103 holdings
- Ticker
- VAMO
- Exchange
- CBOE - exBATS
- ISIN
- US1320618887
- CUSIP
- 132061888
- Currency
- U.S. Dollar (USD)
- Country
- USA
- Sector
- Smart Betas
- Industry
- Long / Short
- Benchmark
- Not Applicable
All key statistics
Details
Shareas of Oct 12, 2026
Dataas of Feb 28, 2020
Put VAMO to the test
See how it would change the return and the risk of a portfolio, with virtual money, before a single real dollar moves.
Data for information only, not investment advice. Past performance does not guarantee future results.