Cambria Endowment Style Etf Performance
| ENDW Etf | 31.63 0.03 0.09% |
The etf shows a Beta (market volatility) of -0.0918, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Cambria Endowment are expected to decrease at a much lower rate. During the bear market, Cambria Endowment is likely to outperform the market.
Risk-Adjusted Performance
Fair
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Compared to the overall equity markets, risk-adjusted returns on investments in Cambria Endowment Style are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. In spite of fairly stable fundamental indicators, Cambria Endowment is not utilizing all of its potentials. The newest stock price fuss, may contribute to near-short-term losses for the sophisticated investors. ...more
Cambria Endowment Relative Risk vs. Return Landscape
If you would invest 3,012 in Cambria Endowment Style on September 27, 2025 and sell it today you would earn a total of 151.00 from holding Cambria Endowment Style or generate 5.01% return on investment over 90 days. Cambria Endowment Style is currently generating 0.0795% in daily expected returns and assumes 0.6122% risk (volatility on return distribution) over the 90 days horizon. In different words, 5% 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. Expected Return |
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Cambria Endowment Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cambria Endowment's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Cambria Endowment Style, and traders can use it to determine the average amount a Cambria Endowment'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 = 0.1299
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Based on monthly moving average Cambria Endowment is performing at about 10% 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 Endowment by adding it to a well-diversified portfolio.
About Cambria Endowment Performance
Evaluating Cambria Endowment's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Cambria Endowment has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Cambria Endowment has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.