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Performance analysis of GAA (CAMBRIA GLOBAL ASSET ALLOCATION ETF)

Annual Return

Over the past 3 years, GAA has had an average annual return of +14.43%, underperforming the benchmark SPY, which returned +22.45% annual.

Over the past 5 years, GAA has had an average annual return of +6.39%, underperforming the benchmark SPY, which returned +13.88% annual.

Over the past 10 years, GAA has had an average annual return of +7.72%, underperforming the benchmark SPY, which returned +15.44% annual.

Since Dec 10, 2014, GAA has had an average annual return of +6.77%, underperforming the benchmark SPY, which returned +14.01% annual.

202620252024202320222021202020192018201720162015
+9.38%+18.73%+6.66%+7.67%-8.43%+11.17%+9.13%+15.11%-7.15%+15.11%+8.98%-4.10%
2014
-0.36%

Monthly Return

YearJanFebMarAprMayJunJulAugSepOctNovDecAnnually Total
2026+4.66%+3.69%-4.27%+4.77%+0.30%+0.20%+9.38%
2025+0.91%+0.61%+1.68%-1.10%+2.97%+3.87%-0.45%+3.68%+1.03%+1.12%+1.04%+2.06%+18.73%
2024-0.10%+0.93%+4.16%-1.72%+1.59%-0.67%+2.16%+0.93%+2.92%-2.92%+1.75%-2.31%+6.66%
2023+4.26%-2.93%-0.30%+0.45%-2.88%+4.74%+2.11%-3.00%-1.49%-1.89%+4.65%+4.25%+7.67%
2022-1.92%-1.21%+0.38%-2.16%+1.19%-6.84%+1.09%-1.34%-6.08%+3.92%+5.81%-0.88%-8.43%
2021+1.42%+2.55%+1.30%+3.03%+2.09%-0.54%+0.86%+0.68%-3.04%+2.91%-3.18%+2.80%+11.17%
2020-1.55%-4.08%-12.86%+6.36%+5.69%+1.79%+2.72%+2.84%-1.77%-0.30%+7.26%+4.45%+9.13%
2019+5.43%+1.53%+0.44%+0.79%-1.96%+4.15%+0.07%-1.29%+1.21%+1.63%+0.50%+1.89%+15.11%
2018+2.38%-2.06%+0.22%-0.38%-0.53%-1.11%+1.26%-0.88%+0.11%-3.84%-0.05%-2.37%-7.15%
2017+1.61%+1.89%+0.52%+0.83%+1.33%+0.52%+2.60%+1.02%+0.68%+0.66%+0.75%+1.75%+15.11%

Drawdown analysis of GAA (CAMBRIA GLOBAL ASSET ALLOCATION ETF)

The maximum drawdown for the GAA was -26.57%, occurring on Mar 19, 2020. Recovery took 164 trading sessions.

The current GAA drawdown is -0.66%.

Since Dec 10, 2014 GAA has experienced the following drawdowns:

  • 20% or more: 1 time
  • 10% or more: 4 times
DepthStartTo BottomBottomTo RecoverEndTotal
-26.57%Jan 17, 202042Mar 19, 2020164Nov 10, 2020206
-18.44%Oct 20, 2021234Sep 26, 2022373Mar 21, 2024607
-12.62%May 15, 2015171Jan 20, 2016128Jul 22, 2016299
-12.05%Jan 26, 2018229Dec 24, 2018210Oct 24, 2019439
-7.18%Sep 23, 2024135Apr 8, 202523May 12, 2025158
-5.78%Feb 27, 202615Mar 20, 202619Apr 17, 202634
-4.29%Jun 10, 202126Jul 19, 202132Sep 1, 202158
-4.26%Oct 3, 201630Nov 14, 201647Jan 24, 201777
-3.97%Jul 16, 202414Aug 5, 202414Aug 23, 202428
-3.57%Sep 1, 202120Sep 30, 202114Oct 20, 202134
-3.30%Feb 16, 202112Mar 4, 20215Mar 11, 202117
-2.97%Mar 17, 20216Mar 25, 202114Apr 15, 202120
-2.94%Apr 1, 202422May 1, 202414May 21, 202436
-2.83%Feb 25, 201512Mar 13, 201515Apr 6, 201527
-2.70%May 21, 202417Jun 14, 202418Jul 12, 202435
-2.68%Aug 15, 201624Sep 19, 201610Oct 3, 201634
-2.66%Jan 26, 20213Jan 29, 20215Feb 5, 20218
-2.65%Sep 23, 202513Oct 10, 202512Oct 28, 202525
-2.51%May 7, 20214May 13, 202111May 28, 202115
-2.37%Mar 1, 20176Mar 9, 201712Mar 27, 201718
-2.24%Aug 27, 202410Sep 11, 20246Sep 19, 202416
-2.21%Dec 10, 20143Dec 15, 20145Dec 22, 20148
-2.02%Nov 12, 20256Nov 20, 20257Dec 2, 202513
-1.99%Jan 28, 20264Feb 3, 20264Feb 9, 20268
-1.82%May 11, 20266May 19, 20269Jun 2, 202615