Performance analysis of VAMO (CAMBRIA VALUE AND MOMENTUM ETF)
Annual Return
Over the past 3 years, VAMO has had an average annual return of +13.91%, underperforming the benchmark SPY, which returned +22.77% annual.
Over the past 5 years, VAMO has had an average annual return of +8.13%, underperforming the benchmark SPY, which returned +14.05% annual.
Over the past 10 years, VAMO has had an average annual return of +5.64%, underperforming the benchmark SPY, which returned +15.53% annual.
Since Sep 9, 2015, VAMO has had an average annual return of +4.28%, underperforming the benchmark SPY, which returned +15.43% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +3.11% | +16.51% | +6.11% | +5.58% | +8.57% | +32.14% | -4.94% | -4.63% | -11.42% | +3.83% | +5.11% | -7.28% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.79% | +0.31% | +0.99% | +0.87% | -2.30% | +0.47% | +3.11% | ||||||
| 2025 | +2.25% | -3.17% | -0.02% | -0.85% | +3.07% | +1.59% | +1.29% | +5.94% | +3.19% | -2.01% | +2.95% | +1.49% | +16.51% |
| 2024 | -0.70% | +2.78% | +3.62% | -3.90% | +2.54% | -5.73% | +9.32% | -2.38% | +0.74% | -0.10% | +8.76% | -7.54% | +6.11% |
| 2023 | +0.63% | -0.35% | -7.29% | -2.05% | -3.32% | +8.66% | +3.18% | +0.24% | +0.20% | -2.12% | +1.05% | +7.66% | +5.58% |
| 2022 | -2.76% | +7.71% | -3.61% | +3.48% | +3.74% | -6.18% | +1.05% | +2.19% | -2.11% | +7.95% | -0.58% | -1.60% | +8.57% |
| 2021 | +7.85% | +6.95% | +4.11% | -0.86% | +7.71% | -1.23% | -5.12% | +0.99% | +2.36% | +5% | +0.72% | +0.58% | +32.14% |
| 2020 | -3.51% | -6.23% | -11.84% | -1.70% | +1.33% | -0.29% | +7.69% | +1.89% | +0.98% | -1.79% | +7.78% | +2.32% | -4.94% |
| 2019 | -0.26% | -0.37% | -4.47% | +0.28% | -4.93% | +3.44% | -0.30% | -3.54% | +1.91% | +1.75% | +1.60% | +0.54% | -4.63% |
| 2018 | +2.09% | -4.39% | +1.76% | +1.53% | +4.15% | -1.00% | -0.23% | +1.81% | -3.42% | -5.65% | -3.87% | -4.26% | -11.42% |
| 2017 | -1.61% | +0.08% | -0.65% | +1.27% | -3.69% | +1.03% | +2.32% | -0.04% | +4.17% | +1.13% | +0.68% | -0.73% | +3.83% |
Drawdown analysis of VAMO (CAMBRIA VALUE AND MOMENTUM ETF)
The maximum drawdown for the VAMO was -41.83%, occurring on Mar 18, 2020. Recovery took 412 trading sessions.
The current VAMO drawdown is -2.80%.
Since Sep 9, 2015 VAMO has experienced the following drawdowns:
- 40% or more: 1 time
- 30% or more: 1 time
- 20% or more: 1 time
- 10% or more: 6 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.83% | Jun 11, 2018 | 445 | Mar 18, 2020 | 412 | Nov 3, 2021 | 857 |
| -17.23% | Nov 7, 2022 | 140 | May 31, 2023 | 145 | Dec 27, 2023 | 285 |
| -14.75% | Jun 9, 2022 | 17 | Jul 6, 2022 | 87 | Nov 7, 2022 | 104 |
| -13.08% | Sep 24, 2015 | 96 | Feb 11, 2016 | 422 | Oct 13, 2017 | 518 |
| -11.97% | Nov 12, 2021 | 47 | Jan 21, 2022 | 27 | Mar 2, 2022 | 74 |
| -11.61% | Nov 25, 2024 | 69 | Mar 10, 2025 | 115 | Aug 22, 2025 | 184 |
| -9.15% | Apr 21, 2022 | 7 | May 2, 2022 | 23 | Jun 3, 2022 | 30 |
| -8.77% | Mar 28, 2024 | 69 | Jul 9, 2024 | 13 | Jul 26, 2024 | 82 |
| -8.60% | Mar 2, 2022 | 24 | Apr 5, 2022 | 11 | Apr 21, 2022 | 35 |
| -8.06% | Jan 23, 2018 | 13 | Feb 9, 2018 | 69 | May 21, 2018 | 82 |
| -7.18% | Jul 31, 2024 | 28 | Sep 10, 2024 | 26 | Oct 16, 2024 | 54 |
| -5.56% | Feb 11, 2026 | 22 | Mar 16, 2026 | Ongoing | Ongoing | Ongoing |
| -4.84% | Oct 14, 2025 | 24 | Nov 17, 2025 | 8 | Nov 28, 2025 | 32 |
| -3.69% | Oct 16, 2024 | 7 | Oct 25, 2024 | 8 | Nov 6, 2024 | 15 |
| -3.40% | Dec 27, 2023 | 27 | Feb 6, 2024 | 4 | Feb 12, 2024 | 31 |
| -2.82% | Nov 11, 2024 | 3 | Nov 14, 2024 | 6 | Nov 22, 2024 | 9 |
| -2.58% | Oct 24, 2017 | 14 | Nov 13, 2017 | 10 | Nov 28, 2017 | 24 |
| -2.27% | Sep 29, 2025 | 9 | Oct 10, 2025 | 2 | Oct 14, 2025 | 11 |
| -2.22% | Nov 29, 2017 | 11 | Dec 14, 2017 | 11 | Jan 2, 2018 | 22 |
| -2.15% | Feb 15, 2024 | 4 | Feb 22, 2024 | 3 | Feb 27, 2024 | 7 |
| -2.12% | Mar 1, 2024 | 9 | Mar 14, 2024 | 4 | Mar 20, 2024 | 13 |
| -2.12% | Jan 21, 2026 | 7 | Jan 30, 2026 | 5 | Feb 6, 2026 | 12 |
| -2.01% | Nov 9, 2021 | 1 | Nov 10, 2021 | 1 | Nov 11, 2021 | 2 |
| -1.96% | Dec 11, 2025 | 13 | Dec 31, 2025 | 2 | Jan 5, 2026 | 15 |
| -1.84% | Feb 12, 2024 | 1 | Feb 13, 2024 | 2 | Feb 15, 2024 | 3 |