Cambria Fixed Correlations

CFIT Etf

25.56 0.10 0.39%

The current 90-days correlation between Cambria Fixed Income and IDX Dynamic Fixed is 0.68 (i.e., Poor diversification). The correlation of Cambria Fixed is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Cambria Fixed Correlation With Market

Poor diversification

The correlation between Cambria Fixed Income and DJI is 0.78 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Cambria Fixed Income and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Cambria Etf

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Cambria Fixed Income. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product.

Moving together with Cambria Etf

0.85	VTI	Vanguard Total Stock	Pair Corr
0.83	SPY	SPDR SP 500	Pair Corr
0.83	IVV	iShares Core SP	Pair Corr
0.63	BND	Vanguard Total Bond Sell-off Trend	Pair Corr
0.75	VTV	Vanguard Value Index	Pair Corr
0.88	VO	Vanguard Mid Cap	Pair Corr
0.82	VEA	Vanguard FTSE Developed	Pair Corr
0.84	VB	Vanguard Small Cap	Pair Corr
0.9	VWO	Vanguard FTSE Emerging	Pair Corr
0.75	OIH	VanEck Oil Services	Pair Corr
0.78	WTMF	WisdomTree Managed	Pair Corr
0.61	EWC	iShares MSCI Canada	Pair Corr
0.86	TOT	Advisor Managed Port	Pair Corr
0.8	BST	BlackRock Science Tech	Pair Corr
0.79	INTC	Intel Aggressive Push	Pair Corr
0.77	CVX	Chevron Corp	Pair Corr
0.68	XOM	Exxon Mobil Corp Aggressive Push	Pair Corr
0.69	AA	Alcoa Corp	Pair Corr

Moving against Cambria Etf

0.65	T	ATT Inc Earnings Call This Week	Pair Corr
0.52	VZ	Verizon Communications Upward Rally	Pair Corr
0.43	HPQ	HP Inc	Pair Corr
0.32	MMM	3M Company	Pair Corr

Related Correlations Analysis

	DIAL	MFSB	DMBS	VABS	VBND	VGMS	DUKH	DUKZ	DYFI
DIAL		0.84	0.87	0.89	0.64	0.95	0.93	0.77	0.96	DIAL
MFSB	0.84		0.9	0.7	0.88	0.77	0.79	0.77	0.82	MFSB
DMBS	0.87	0.9		0.89	0.66	0.9	0.91	0.68	0.92	DMBS
VABS	0.89	0.7	0.89		0.42	0.96	0.94	0.56	0.94	VABS
VBND	0.64	0.88	0.66	0.42		0.53	0.58	0.76	0.6	VBND
VGMS	0.95	0.77	0.9	0.96	0.53		0.97	0.65	0.98	VGMS
DUKH	0.93	0.79	0.91	0.94	0.58	0.97		0.76	0.97	DUKH
DUKZ	0.77	0.77	0.68	0.56	0.76	0.65	0.76		0.74	DUKZ
DYFI	0.96	0.82	0.92	0.94	0.6	0.98	0.97	0.74		DYFI
	DIAL	MFSB	DMBS	VABS	VBND	VGMS	DUKH	DUKZ	DYFI

Cambria Fixed Constituents Risk-Adjusted Indicators

There is a big difference between Cambria Etf performing well and Cambria Fixed ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Cambria Fixed's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
DIAL	0.15	0.00	(0.28)	0.03	0.08	(0.20)	0.33	(0.27)	0.76
MFSB	0.14	(0.01)	(0.30)	(0.08)	0.16	(0.15)	0.28	(0.36)	0.75
DMBS	0.15	0.00	(0.23)	0.10	0.13	(0.16)	0.30	(0.30)	0.82
VABS	0.06	0.01	(0.46)	0.27	0.00	(0.09)	0.17	(0.12)	0.37
VBND	0.20	(0.02)	0.00	(0.15)	0.00	0.00	0.32	(0.41)	1.36
VGMS	0.11	0.01	(0.28)	0.11	0.00	(0.12)	0.25	(0.21)	0.59
DUKH	0.11	0.00	(0.24)	0.08	0.00	(0.13)	0.29	(0.25)	0.70
DUKZ	0.15	(0.01)	(0.24)	0.00	0.17	(0.15)	0.24	(0.35)	0.95
DYFI	0.09	0.00	(0.42)	0.02	0.00	(0.11)	0.18	(0.22)	0.48

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