Feb 07 2022 12 mins 171
In today’s episode of the Cambria Fund Profile Series, Meb discusses the Cambria Value and Momentum ETF (VAMO).
Meb walks through the strategy, which provides exposure to stocks focused on value and momentum metrics, while having the ability to tactically hedge the equity portfolio with strict risk control methods that are completely systematic.
He looks back at the fund’s underperformance prior to 2021, and sheds light on the strategy’s headwinds in recent years.
As the episode winds down, Meb offers some notes from a recent Cliff Asness paper on why the setup for value is as attractive today as it’s been over the past 50 years and explains why he’s excited about this strategy going forward.
