Cambria Fixed Income Etf Performance

CFIT Etf   25.24  0.04  0.16%   
The etf shows a Beta (market volatility) of 0.005, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Cambria Fixed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cambria Fixed is expected to be smaller as well.

Risk-Adjusted Performance

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Compared to the overall equity markets, risk-adjusted returns on investments in Cambria Fixed Income are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable forward indicators, Cambria Fixed is not utilizing all of its potentials. The current stock price uproar, may contribute to short-horizon losses for the private investors. ...more

Cambria Fixed Relative Risk vs. Return Landscape

If you would invest  2,504  in Cambria Fixed Income on September 28, 2025 and sell it today you would earn a total of  20.00  from holding Cambria Fixed Income or generate 0.8% return on investment over 90 days. Cambria Fixed Income is currently generating 0.013% in daily expected returns and assumes 0.346% risk (volatility on return distribution) over the 90 days horizon. In different words, 3% of etfs are less volatile than Cambria, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon.
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Given the investment horizon of 90 days Cambria Fixed is expected to generate 6.35 times less return on investment than the market. But when comparing it to its historical volatility, the company is 2.06 times less risky than the market. It trades about 0.04 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.12 of returns per unit of risk over similar time horizon.

Cambria Fixed Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Cambria Fixed's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Cambria Fixed Income, and traders can use it to determine the average amount a Cambria Fixed's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = 0.0376

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Based on monthly moving average Cambria Fixed is performing at about 2% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Cambria Fixed by adding it to a well-diversified portfolio.

About Cambria Fixed Performance

Assessing Cambria Fixed's fundamental ratios provides investors with valuable insights into Cambria Fixed's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Cambria Fixed is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Cambria Fixed is entity of United States. It is traded as Etf on NASDAQ exchange.