VAMO Performance — Cambria Value and Momentum ETF
Data updated: 2026-09-28
VAMO returned +7.41% year to date and +20.11% over one year to Jul 2026. Annualised returns are +12.31% over 3 years and +10.85% over 5 years. The fund trailed its US Small Value category average: $100 invested three years ago grew to $142, against $147 for the category, and to $120 over one year, against $131. Volatility over the past three years was 12.28% a year. In the 12 months to Jul 2026 the fund took in a net $40.6M, and assets reached $108.69M.
VAMO Growth of $100
What $100 invested in Cambria Value and Momentum ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Small Value category average over the same months.
| Period | VAMO | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $120 | $131 |
| 3 years (Aug 2023 – Jul 2026) | $142 | $147 |
| 5 years (Aug 2021 – Jul 2026) | $167 | $154 |
| Since data start (Feb 2020 – Jul 2026) | $196 | $212 |
VAMO Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +7.41% |
| 1 year | +20.11% |
| 3 years (annualised) | +12.31% |
| 5 years (annualised) | +10.85% |
VAMO Annual Returns
Calendar-year total returns of Cambria Value and Momentum ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +7.41% |
| 2025 | +16.44% |
| 2024 | +6.30% |
| 2023 | +5.65% |
| 2022 | +8.53% |
| 2021 | +32.19% |
| 2020 (Feb–Dec) | −2.59% |
VAMO 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 | +2.8% | +0.4% | +0.9% | +0.9% | −2.3% | +2.9% | +1.9% | — | — | — | — | — |
| 2025 | +2.2% | −3.1% | 0.0% | −0.8% | +2.9% | +1.7% | +1.3% | +5.9% | +3.5% | −2.3% | +3.0% | +1.4% |
| 2024 | −0.6% | +2.8% | +3.7% | −4.0% | +2.6% | −5.7% | +9.1% | −2.3% | +0.7% | −0.2% | +8.8% | −7.5% |
| 2023 | +1.0% | −0.5% | −7.2% | −2.0% | −3.2% | +8.4% | +3.4% | +0.3% | +0.1% | −2.3% | +1.2% | +7.3% |
| 2022 | −3.9% | +5.8% | −0.5% | +2.5% | +4.5% | −6.2% | +1.3% | +2.0% | −2.0% | +7.9% | −0.1% | −2.2% |
| 2021 | +9.0% | +6.0% | +4.1% | −0.1% | +7.8% | −0.9% | −6.1% | +1.2% | +2.5% | +4.1% | +1.4% | +0.2% |
| 2020 | — | −5.0% | −12.0% | −0.8% | +1.2% | −1.5% | +5.8% | +2.1% | +0.6% | −0.3% | +6.2% | +2.5% |
VAMO Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 12.28%
- 3-year Sharpe ratio: 0.64 (vs 4.5% risk-free rate)
- Best month: +9.08% (Jul 2024)
- Worst month: −7.52% (Dec 2024)
VAMO Fund Flows
Monthly money in and out of Cambria Value and Momentum ETF, from SEC Form N-PORT.
- 12-month net flow: $40.6M
- 12-month gross sales (incl. reinvestments): $84.5M
- Sales ÷ redemptions: 1.93×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $908K | $0 | $908K |
| Jun 2026 | $55.8M | $0 | $55.8M |
| May 2026 | $0 | $33.8M | −$33.8M |
| Apr 2026 | $0 | $0 | $0 |
| Mar 2026 | $0 | $0 | $0 |
| Feb 2026 | $5.3M | $0 | $5.3M |
| Jan 2026 | $1.8M | $0 | $1.8M |
| Dec 2025 | $0 | $0 | $0 |
| Nov 2025 | $2.5M | $0 | $2.5M |
| Oct 2025 | $11.7M | $10.0M | $1.7M |
| Sep 2025 | $0 | $0 | $0 |
| Aug 2025 | $6.5M | $0 | $6.5M |
VAMO Assets Under Management
Net assets of Cambria Value and Momentum ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $108.69M |
| 2026-04-30 | $83.10M |
| 2026-01-31 | $76.25M |
| 2025-10-31 | $67.02M |
| 2025-07-31 | $55.11M |
| 2025-04-30 | $52.07M |
| 2025-01-31 | $56.31M |
| 2024-10-31 | $53.34M |
| 2024-07-31 | $52.91M |
| 2024-04-30 | $61.75M |
| 2024-01-31 | $64.62M |
| 2023-10-31 | $62.59M |
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.