Performance analysis of GMOM (CAMBRIA GLOBAL MOMENTUM ETF)
Annual Return
Over the past 3 years, GMOM has had an average annual return of +13.99%, underperforming the benchmark SPY, which returned +22.77% annual.
Over the past 5 years, GMOM has had an average annual return of +7.24%, underperforming the benchmark SPY, which returned +14% annual.
Over the past 10 years, GMOM has had an average annual return of +7.75%, underperforming the benchmark SPY, which returned +15.53% annual.
Since Nov 4, 2014, GMOM has had an average annual return of +6.07%, underperforming the benchmark SPY, which returned +14.06% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +12.20% | +20.62% | +6.74% | +0.66% | -2.81% | +19.14% | +2.41% | +8.23% | -9.60% | +20.66% | +4.57% | -8.55% |
| 2014 | |||||||||||
| +1.69% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +7.33% | +6.07% | -6.18% | +4.48% | -0.69% | +1.23% | +12.20% | ||||||
| 2025 | +3.58% | -1.86% | -0.53% | +0.27% | +1.65% | +2.46% | +0.20% | +3.82% | +5.02% | +1.08% | +1.43% | +1.98% | +20.62% |
| 2024 | -1.17% | +4.04% | +3.31% | -2.60% | +2.08% | -1.12% | +3.10% | -0.92% | +2.84% | -1.01% | +3.90% | -5.41% | +6.74% |
| 2023 | +3.32% | -4.41% | -0.70% | +1.06% | -3.04% | +3.71% | +4.05% | -3.89% | -2.57% | -2.48% | +2.64% | +3.57% | +0.66% |
| 2022 | +1.26% | +2.59% | +5% | -2.91% | +2.22% | -7.37% | +0.31% | -1.13% | -3.09% | +2.22% | +0.14% | -1.50% | -2.81% |
| 2021 | +1.96% | +5.41% | +2.56% | +4.01% | +3.01% | -1.04% | -2.41% | +2.01% | -1.56% | +4.20% | -4.75% | +4.82% | +19.14% |
| 2020 | -0.29% | -5.63% | -5.48% | +1.25% | +1.03% | +1.46% | +3.93% | +0.56% | -2.49% | -1.59% | +6.05% | +4.30% | +2.41% |
| 2019 | +1.99% | +0.10% | +1.74% | -0.15% | -1.48% | +2.33% | +0.16% | +1.24% | +0.04% | +0.60% | -0.46% | +1.91% | +8.23% |
| 2018 | +5.23% | -3.34% | -1.58% | +0.26% | -0.69% | -1.50% | +0.41% | +1.12% | -1.22% | -6.88% | +1.09% | -2.47% | -9.60% |
| 2017 | +2.81% | +1.88% | +1.16% | +0.76% | +0.70% | +1.22% | +2.85% | +2.37% | +1.44% | +0.76% | -0.06% | +3.09% | +20.66% |
Drawdown analysis of GMOM (CAMBRIA GLOBAL MOMENTUM ETF)
The maximum drawdown for the GMOM was -25.02%, occurring on Mar 19, 2020. Recovery took 226 trading sessions.
The current GMOM drawdown is -1.52%.
Since Nov 4, 2014 GMOM has experienced the following drawdowns:
- 20% or more: 1 time
- 10% or more: 3 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.02% | Jan 26, 2018 | 539 | Mar 19, 2020 | 226 | Feb 10, 2021 | 765 |
| -19.17% | Apr 20, 2022 | 382 | Oct 26, 2023 | 448 | Aug 12, 2025 | 830 |
| -14.10% | Mar 20, 2015 | 210 | Jan 20, 2016 | 356 | Jun 19, 2017 | 566 |
| -9.57% | Feb 25, 2026 | 17 | Mar 20, 2026 | Ongoing | Ongoing | Ongoing |
| -8.73% | Jun 8, 2021 | 28 | Jul 19, 2021 | 63 | Oct 15, 2021 | 91 |
| -8.35% | Nov 8, 2021 | 16 | Dec 1, 2021 | 28 | Jan 11, 2022 | 44 |
| -4.93% | Mar 15, 2021 | 7 | Mar 24, 2021 | 15 | Apr 15, 2021 | 22 |
| -4.64% | Nov 12, 2025 | 6 | Nov 20, 2025 | 13 | Dec 10, 2025 | 19 |
| -4.48% | Mar 8, 2022 | 5 | Mar 15, 2022 | 6 | Mar 23, 2022 | 11 |
| -4.24% | Jan 29, 2026 | 5 | Feb 5, 2026 | 2 | Feb 9, 2026 | 7 |
| -4.03% | Jan 14, 2022 | 4 | Jan 21, 2022 | 13 | Feb 9, 2022 | 17 |
| -3.76% | May 7, 2021 | 3 | May 12, 2021 | 13 | Jun 1, 2021 | 16 |
| -3.26% | Jan 26, 2015 | 28 | Mar 6, 2015 | 10 | Mar 20, 2015 | 38 |
| -3.26% | Feb 24, 2021 | 6 | Mar 4, 2021 | 4 | Mar 10, 2021 | 10 |
| -2.99% | Oct 20, 2025 | 11 | Nov 4, 2025 | 5 | Nov 11, 2025 | 16 |
| -2.66% | Oct 6, 2025 | 4 | Oct 10, 2025 | 3 | Oct 15, 2025 | 7 |
| -2.56% | Mar 25, 2022 | 8 | Apr 6, 2022 | 5 | Apr 13, 2022 | 13 |
| -2.53% | Oct 13, 2017 | 23 | Nov 15, 2017 | 22 | Dec 18, 2017 | 45 |
| -2.31% | Oct 25, 2021 | 2 | Oct 27, 2021 | 8 | Nov 8, 2021 | 10 |
| -2.29% | Feb 9, 2022 | 9 | Feb 23, 2022 | 5 | Mar 2, 2022 | 14 |
| -2.27% | Aug 8, 2017 | 2 | Aug 10, 2017 | 9 | Aug 23, 2017 | 11 |
| -2.12% | Nov 26, 2014 | 13 | Dec 16, 2014 | 3 | Dec 19, 2014 | 16 |
| -2.07% | Sep 22, 2025 | 3 | Sep 25, 2025 | 2 | Sep 29, 2025 | 5 |
| -1.89% | Feb 11, 2026 | 3 | Feb 17, 2026 | 3 | Feb 20, 2026 | 6 |
| -1.72% | Apr 16, 2021 | 2 | Apr 20, 2021 | 3 | Apr 23, 2021 | 5 |