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ETFs

Core Alternative Capital

CCOR
$—
Today’s Change
— (—)

Snapshot
*

Inception Date
May 24, 2017
Expense Ratio
1.07%
Type
US Equities
Fund Owner
Cambria Funds
Volume (1m avg. daily)
$1,548,391
AUM
$377,726,169
Associated Index
None
Inverse/Leveraged
No
Passive/Active
Active
Fractionable on Composer
Yes
Prospectus
View

Top 10 Holdings

LLY
Lilly(Eli) & Co
3.46%
JPM
JPMorgan Chase & Co.
3.17%
BR
Broadridge Financial Solutions, Inc.
2.92%
AFL
Aflac Inc.
2.86%
JNJ
Johnson & Johnson
2.83%
WMT
Walmart Inc
2.8%
FI
Fiserv, Inc.
2.69%
UNH
Unitedhealth Group Inc
2.67%
XOM
Exxon Mobil Corp.
2.6%
GOOGL
Alphabet Inc - Ordinary Shares - Class A
2.6%
Invest with CCOR
Trade CCOR Options

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.

1M
3M
6M
YTD
1Y
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Max
www.composer.trade

CCOR
Performance Measures**

for the time period May 24, 2017 to Dec 5, 2025

Returns

1M Trailing Return: 3.9%

The percent change in the value over the most recent 1-month period.

3M Trailing Return: 0.7%

The percent change in the value over the most recent 3-month period.

Measures of Risk or Volatility

Max Drawdown: -23.0%

The greatest percent loss from peak to trough in value over the time period.

Standard Deviation: 10.9%

The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

Measures of Risk-Adjusted Performance

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

CCOR
Listed Funds Trust - Core Alternative ETF
SPLV
Invesco Capital Management LLC - Invesco S&P 500 Low Volatility ETF
USMV
BlackRock Institutional Trust Company N.A. - iShares MSCI USA Min Vol Factor ETF
FVD
First Trust Exchange-Traded Fund III - First Trust Value Line Dividend Index Fund
LGLV
SPDR Series Trust - SPDR SSGA US Large Cap Low Volatility Index ETF
VDC
Vanguard Group, Inc. - Vanguard Consumer Staples ETF
FSTA
Fidelity Covington Trust - Fidelity MSCI Consumer Staples Index ETF
LVHD
Legg Mason ETF Investment Trust - Franklin U.S. Low Volatility High Dividend Index ETF
FTCS
First Trust Exchange-Traded Fund III - First Trust Capital Strength ETF
XLP
SSgA Active Trust - Consumer Staples Select Sector SPDR
ACWV
BlackRock Institutional Trust Company N.A. - iShares MSCI Global Min Vol Factor ETF

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

Multi-asset, sector rotation, trend + mean reversion, volatility filter, leveraged ETFs, bonds, commodities, hedged equity

OOS Cumulative Return

190.22%

Michael B Meets Dalio w/ Pop Bots 2.1.0

Category

Multi-asset, trend-following, momentum, risk-managed, sector rotation, commodities, bonds, leveraged ETFs, volatility hedge

OOS Cumulative Return

124.27%

Create your own algorithmic trading strategy with CCOR using Composer

FAQ

CCOR is a US Equities ETF. 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.

Yes, CCOR is actively managed. In an actively managed fund, the fund manager makes decisions about how funds are invested. A passively managed fund typically tries to track or follow a market index.

No, CCOR is not passively managed. It is actively managed. A passively managed fund typically tries to track or follow a market index. In an actively managed fund, the fund manager makes decisions about how funds are invested.

The 1-month return on CCOR is -0.0031%. This is the percent change in the value of CCOR over the most recent 1-month period. The 3-month return on CCOR is 0.0109%. This is the percent change in the value of CCOR over the most recent 3-month period.

The standard deviation of CCOR for the past year is 0.1108%. Standard deviation is the typical amount that the daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

ETFs similar to CCOR include PKW, VIXY, and XYLD.

ETFs correlated to CCOR include SPLV, USMV, and FVD.

ETFs that are inversely correlated to CCOR include DOG, SDOW, and DXD.

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.