GMOM Performance — Cambria Global Momentum ETF
Data updated: 2026-09-28
GMOM returned +10.07% year to date and +25.19% over one year to Jul 2026. Annualised returns are +11.22% over 3 years and +7.36% 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 $138, against $148 for the category, and to $125 over one year, against $95. Volatility over the past three years was 11.61% a year. In the 12 months to Jul 2026 the fund lost a net $63.8M, and assets reached $70.67M.
GMOM Growth of $100
What $100 invested in Cambria Global Momentum 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 | GMOM | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $125 | $95 |
| 3 years (Aug 2023 – Jul 2026) | $138 | $148 |
| 5 years (Aug 2021 – Jul 2026) | $143 | $144 |
| Since data start (Feb 2020 – Jul 2026) | $170 | $179 |
GMOM Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +10.07% |
| 1 year | +25.19% |
| 3 years (annualised) | +11.22% |
| 5 years (annualised) | +7.36% |
GMOM Annual Returns
Calendar-year total returns of Cambria Global Momentum ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +10.07% |
| 2025 | +20.05% |
| 2024 | +7.03% |
| 2023 | +0.94% |
| 2022 | −2.77% |
| 2021 | +18.39% |
| 2020 (Feb–Dec) | +3.20% |
GMOM 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 | +7.5% | +5.7% | −6.1% | +4.7% | −0.7% | −3.9% | +3.2% | — | — | — | — | — |
| 2025 | +3.6% | −2.0% | −0.7% | +0.1% | +2.0% | +2.3% | +0.2% | +3.9% | +5.0% | +0.9% | +1.5% | +1.8% |
| 2024 | −1.3% | +4.4% | +3.9% | −4.0% | +4.2% | −1.9% | +2.9% | −0.6% | +2.3% | −1.1% | +4.0% | −5.3% |
| 2023 | +3.3% | −4.1% | −0.5% | +1.2% | −3.4% | +3.9% | +3.8% | −3.8% | −2.2% | −2.7% | +3.0% | +3.0% |
| 2022 | +1.2% | +2.9% | +3.9% | −1.8% | +1.8% | −7.3% | +0.2% | −1.1% | −3.0% | +2.1% | +0.1% | −1.3% |
| 2021 | +1.2% | +5.4% | +2.8% | +4.2% | +2.9% | −0.9% | −1.0% | +0.4% | −1.5% | +4.2% | −4.6% | +4.5% |
| 2020 | — | −5.5% | −5.0% | +0.6% | +0.9% | +1.7% | +4.6% | +0.3% | −2.5% | −1.9% | +5.9% | +4.8% |
GMOM Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 11.61%
- 3-year Sharpe ratio: 0.58 (vs 4.5% risk-free rate)
- Best month: +7.50% (Jan 2026)
- Worst month: −6.14% (Mar 2026)
GMOM Fund Flows
Monthly money in and out of Cambria Global Momentum ETF, from SEC Form N-PORT.
- 12-month net flow: −$63.8M
- 12-month gross sales (incl. reinvestments): $22.1M
- Sales ÷ redemptions: 0.26×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $916K | $0 | $916K |
| Jun 2026 | $8.0M | $8.0M | −$4K |
| May 2026 | $0 | $68.8M | −$68.8M |
| Apr 2026 | $2.8M | $0 | $2.8M |
| Mar 2026 | $1.9M | $1.8M | $69K |
| Feb 2026 | $1.9M | $0 | $1.9M |
| Jan 2026 | $1.8M | $0 | $1.8M |
| Dec 2025 | $0 | $832K | −$832K |
| Nov 2025 | $4.8M | $4.8M | $8K |
| Oct 2025 | $0 | $1.7M | −$1.7M |
| Sep 2025 | $0 | $0 | $0 |
| Aug 2025 | $0 | $0 | $0 |
GMOM Assets Under Management
Net assets of Cambria Global Momentum ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $70.67M |
| 2026-04-30 | $140.31M |
| 2026-01-31 | $130.67M |
| 2025-10-31 | $117.81M |
| 2025-07-31 | $108.74M |
| 2025-04-30 | $106.08M |
| 2025-01-31 | $110.65M |
| 2024-10-31 | $110.18M |
| 2024-07-31 | $119.75M |
| 2024-04-30 | $138.17M |
| 2024-01-31 | $138.63M |
| 2023-10-31 | $144.99M |
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.