GAA Performance — Cambria Global Asset Allocation ETF
Data updated: 2026-09-28
GAA returned +10.26% year to date and +19.08% over one year to Jul 2026. Annualised returns are +12.38% over 3 years and +6.59% over 5 years. Against its Global Financials Equity category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $142, against $148 for the category, and to $119 over one year, against $95. Volatility over the past three years was 7.85% a year. In the 12 months to Jul 2026 the fund took in a net $7.6M, and assets reached $72.57M.
GAA Growth of $100
What $100 invested in Cambria Global Asset Allocation ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Global Financials Equity category average over the same months.
| Period | GAA | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $119 | $95 |
| 3 years (Aug 2023 – Jul 2026) | $142 | $148 |
| 5 years (Aug 2021 – Jul 2026) | $138 | $144 |
| Since data start (Feb 2020 – Jul 2026) | $167 | $179 |
GAA Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +10.26% |
| 1 year | +19.08% |
| 3 years (annualised) | +12.38% |
| 5 years (annualised) | +6.59% |
GAA Annual Returns
Calendar-year total returns of Cambria Global Asset Allocation ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +10.26% |
| 2025 | +17.97% |
| 2024 | +5.72% |
| 2023 | +8.67% |
| 2022 | −8.69% |
| 2021 | +10.49% |
| 2020 (Feb–Dec) | +10.56% |
GAA Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +4.9% | +3.8% | −3.4% | +4.1% | +0.5% | −1.2% | +1.5% | — | — | — | — | — |
| 2025 | +2.2% | +0.2% | +0.7% | +0.2% | +2.5% | +3.0% | +0.1% | +3.1% | +1.9% | +0.4% | +1.6% | +0.7% |
| 2024 | −0.6% | +1.2% | +2.8% | −1.6% | +2.6% | −0.9% | +2.6% | +1.1% | +2.0% | −2.0% | +1.8% | −3.2% |
| 2023 | +4.4% | −2.8% | +0.4% | +0.1% | −3.0% | +3.3% | +3.1% | −2.0% | −2.1% | −1.9% | +5.3% | +4.2% |
| 2022 | −1.6% | −0.7% | 0.0% | −3.4% | +1.0% | −6.5% | +2.6% | −1.6% | −6.3% | +3.5% | +6.1% | −1.4% |
| 2021 | +1.9% | +2.4% | +0.4% | +2.8% | +1.5% | +0.3% | +0.1% | +0.5% | −1.9% | +2.2% | −2.3% | +2.5% |
| 2020 | — | −4.3% | −11.0% | +5.1% | +4.1% | +2.4% | +3.6% | +1.8% | −1.1% | −1.4% | +8.1% | +4.4% |
GAA Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 7.85%
- 3-year Sharpe ratio: 1.00 (vs 4.5% risk-free rate)
- Best month: +5.35% (Nov 2023)
- Worst month: −3.39% (Mar 2026)
GAA Fund Flows
Monthly money in and out of Cambria Global Asset Allocation ETF, from SEC Form N-PORT.
- 12-month net flow: $7.6M
- 12-month gross sales (incl. reinvestments): $11.0M
- Sales ÷ redemptions: 3.28×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $1.7M | $871K | $861K |
| Jun 2026 | $882K | $876K | $6K |
| May 2026 | $2.6M | $0 | $2.6M |
| Apr 2026 | $0 | $0 | $0 |
| Mar 2026 | $874K | $0 | $874K |
| Feb 2026 | $845K | $0 | $845K |
| Jan 2026 | $828K | $0 | $828K |
| Dec 2025 | $1.6M | $0 | $1.6M |
| Nov 2025 | $0 | $0 | $0 |
| Oct 2025 | $0 | $0 | $0 |
| Sep 2025 | $1.6M | $1.6M | −$24K |
| Aug 2025 | $0 | $0 | $0 |
GAA Assets Under Management
Net assets of Cambria Global Asset Allocation ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $72.57M |
| 2026-04-30 | $68.94M |
| 2026-01-31 | $65.01M |
| 2025-10-31 | $58.94M |
| 2025-07-31 | $56.38M |
| 2025-04-30 | $53.73M |
| 2025-01-31 | $53.97M |
| 2024-10-31 | $55.10M |
| 2024-07-31 | $55.47M |
| 2024-04-30 | $53.63M |
| 2024-01-31 | $51.58M |
| 2023-10-31 | $48.99M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.