Snapshot*
Top 10 Holdings
What is CCOR?
The Cambria Core Equity ETF (NYSE: CCOR) utilizes a combination of several strategies to produce capital appreciation while reducing risk exposure across market conditions. Under normal market conditions, at least 80% of the value of the Fund s net assets will be invested in equity securities. The fund intends to invest the remaining value of its net assets in options where pricing provides favorable risk/reward models and where gains can be attained independent of the direction of the broader U.S. equity market. The Fund uses proprietary models and analysis of historical portfolio profit and loss information to identify favorable option trading opportunities, including favorable call and put option spreads.
CCORPerformance Measures**
for the time period May 24, 2017 to Aug 6, 2026
1M Trailing Return: 1.9%
The percent change in the value over the most recent 1-month period.
3M Trailing Return: 2.9%
The percent change in the value over the most recent 3-month period.
Max Drawdown: -23.0%
The greatest percent loss from peak to trough in value over the time period.
Standard Deviation: 10.8%
The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.
Sharpe Ratio: 0.22
The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.
Calmar Ratio: 0.08
The annualized return divided by the max drawdown for the selected time period.
ETFs related toCCOR
ETFs correlated to CCOR include SPLV, USMV, FVD
What is ETF correlation?
Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.
Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.
Using ETF correlations in portfolio and strategy construction
ETF correlations can help you create investing strategies and portfolios. Use them to:
- •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
- •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
- •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.
Trading Strategies
Related toCCOR
C-DTMS (Longer Backtest Mod) - 24May2019
Category
Tactical allocation, leveraged ETFs, sector rotation, trend-following, mean reversion, volatility hedging, bonds, commodities, managed futures
OOS Cumulative Return
372.47%
Michael B Meets Dalio w/ Pop Bots 2.1.0
Category
Tactical asset allocation, trend following, momentum, all-weather, volatility targeting, leveraged ETFs, managed futures, crash hedging, multi-asset
OOS Cumulative Return
199.07%
Create your own algorithmic trading strategy with CCOR using Composer
FAQ
Disclaimers
We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.
We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.