Cambria Value and Momentum ETF
Key Statistics
Historical Performance
Total return including reinvested distributions, from adjusted closing prices.
Price History
Price history is being compiled for this fund.
Top Holdings
Top 25 holdings as of Jan 31, 2026 · source: SEC N-PORT. Full holdings & prospectus →
About VAMO
TheFund will seek to achieve its investment objective by investing, under normal market conditions, at least 80% of the value of the Fund’snet assets in U.S. exchange-listed equity securities that are undervalued according to various valuationmetrics, including the cyclically adjusted price-to-earnings ratio, commonly known as the “CAPE ShillerP/E ratio.” For the purposes of this policy, the Fund may invest in investments that provide exposure to such securities.These valuation metrics are derived by dividing the current market value of a reference index or asset by an inflation-adjustednormalized factor (typically earnings, book value, dividends, cash flows or sales) over the past seven to ten years. The Fund’sinvestment adviser, Cambria Investment Management, L.P. (“Cambria” or the “Adviser”), intends to employ systematicquantitative strategies in an effort to avoid overvalued and downtrending markets.Inattempting to avoid overvalued and downtrending markets, the Fund may hedge up to 100% of the value of the Fund’s long portfolio.The Fund may use derivatives, including U.S. exchange-traded stock index futures or options thereon,to attempt to effectuate such hedging during times when Cambria believes that the U.S. equity market is overvalued from a valuationstandpoint, or Cambria’s models identify unfavorable trends and momentum in the U.S. equity market. During certain periods,including to collateralize the Fund’s investments in futures contracts, the Fund may invest up to 20% of the value of its net assetsin U.S. dollar and non-U.S. dollar denominated money market instruments or other high quality debtsecurities, or ETFs that invest in these instruments.TheFund may invest in securities of companies in any industry, but will limit the maximum allocation to any particular sector to 25%. Althoughthe Fund generally expects to invest in companies with larger market capitalizations, the Fund may also invest in small- and mid-capitalizationcompanies. Filters will be implemented to screen for companies that pass sector exposure and liquidity requirements.Cambriawill utilize a quantitative model that combines value and momentum factors to identify which securities the Fund may purchase and selland opportune times for purchases and sales. The Fund will look to allocate to the top performing value stocks based on value factorsas well as absolute and relative momentum. Value will typically be measured on a longer time horizon (five to ten years) than momentum(typically less than one year).TheFund may invest in U.S. exchange-listed preferred stocks. Preferred stocks include convertible and non-convertiblepreferred and preference stocks that are senior to common stock. The Fund may also invest in U.S. exchange-listedreal estate investment trusts (“REITs”) and engage in short sales of securities.Cambriahas discretion on a daily basis to actively manage the Fund’s portfolio in accordance with the Fund’s investment objective.The Fund may sell a security when Cambria believes that the security is overvalued or better investment opportunities are available, toinvest in cash and cash equivalents, or to meet redemptions. Cambria expects to adjust the Fund’s holdings to meet target allocationsmonthly. As a result, the Fund may experience high portfolio turnover.Asof August 1, 2025, the Fund had significant investment exposure to companies in the consumer discretionary,financials, and industrial sectors; however, the Fund’s sector exposure may change from time to time.
VAMO News
- (VAMO) Movement as an Input in Quant Signal Sets
- Liquidity Mapping Around (VAMO) Price Events
- Cambria Value and Momentum ETF (BATS:VAMO) Trading 0.2% Higher – Here’s What Happened
- Why (VAMO) Price Action Is Critical for Tactical Trading
- Why (VAMO) Price Action Is Critical for Tactical Trading
- Understanding Momentum Shifts in (VAMO)
- Avoiding Lag: Real-Time Signals in (VAMO) Movement
Data for VAMO is aggregated from third-party providers (Tiingo, Nasdaq, Finnhub) and SEC filings, may be delayed at least 20 minutes, and may be incomplete or contain errors. Nothing here is investment advice. Verify with the official prospectus before investing.