Alpha Architect Gadsden Dynamic Multi-Asset ETF
Ticker
GDMA
ISIN
US02072L870
Price
USD 32.77
Change Today
-0.03 / -0.103 %
Price 1 year ago
29.12 / 12.525 %
Morningstar
4
52 Week Low
29.28
52 Week High
33.14
200 Day Moving Average 31.37
31.37
50-day Moving Average
32.46
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.90 |
| Sortino Ratio | -0.12 |
| Maximum Drawdown | -1.99% |
| Maximum Drawdown Date | 2024-01-05 |
| Calmar Ratio | -6.94 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | 0.67 |
| Volatility | 2.31% |
| Alpha | -9.75 |
| Beta | -- |
| R Squared | +39.96 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 7.005% |
| Average Annual Volatility | 10.78% |
| Sharpe Ratio | 0.65 |
| Sortino Ratio | 0.48 |
| Maximum Drawdown | -17.0% |
| Maximum Drawdown Date | 2020-03-18 |
| Calmar Ratio | -0.41 |
Company information
Summary
The fund is an actively-managed ETF that seeks to achieve its investment objective by investing in asset classes that the fund's portfolio managers believe offer the most attractive combined risk/return opportunities. The term "asset classes" generally includes, among others, U.S. equities, foreign securities, currencies, bonds, and REITs. It may invest globally in any asset class or security and may at times have significant exposure to a single asset class.
Market
US
Category
Allocation--50% to 70% Equity
Expense Ratio
0.87%
Fund family
Alpha Architect
Morningstar
4
Yield
0.0042
Exchange
PCX
| Sector | Weight |
|---|---|
| Energy | 5.85% |
| Utilities | 2.09% |
| Industrials | 1.11% |
| Consumer cyclical | 0.82% |
| Financial services | 0.78% |
| Technology | 0.55% |
| Consumer defensive | 0.48% |
| Basic materials | 0.43% |
| Healthcare | 0.42% |
| Communication services | 0.20% |
| Realestate | 0.00% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| TBF | ProShares Short 20+ Year Treasury | 11.48% |
| FNDE | Schwab Fundamental Emerg Mkts Lg Co ETF | 9.61% |
| FNDF | Schwab Fundamental Intl Lg Co ETF | 6.9% |
| GLTR | Aberdeen Standard Phys PrecMtlBskShr ETF | 5.2% |
| KRE | SPDR® S&P Regional Banking ETF | 4.8% |
| CPER | United States Copper Index | 4.36% |
| SCHC | Schwab International Small-Cap Eq ETF™ | 3.71% |
| SLV | iShares Silver Trust | 3.65% |
| XME | SPDR® S&P Metals and Mining ETF | 3.39% |
| QVAL | Alpha Architect US Quantitative Val ETF | 3.18% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| DTM.AS | VanEck Multi-Asset Conservative Allocation UCITS ETF | NL0009272764 | AMS | 0.28% | 5 | +2.79 | |
| GDMA | Alpha Architect Gadsden Dynamic Multi-Asset ETF | US02072L870 | PCX | 0.87% | 4 | -9.75 | -- |
| IE00B02WN597.IR | Russell Multi-Asset 50 A Acc | IE00B02WN597 | YHD | 4 | +0.90 | +0.98 | |
| IE00B1G4PW95.IR | Russell Multi-Asset 35 E Acc | IE00B1G4PW95 | YHD | 4 | -0.90 | +1.11 | |
| IE00B1G4PX03.IR | Russell Multi-Asset 50 E Acc | IE00B1G4PX03 | YHD | 4 | -1.07 | +0.98 | |
| IE00B3SWFQ91.IR | PIMCO GIS Glbl Multi-Asset E USD Inc | IE00B3SWFQ91 | YHD | 4 | -4.24 | +0.540 | |
| IE00B639QZ24.IR | PIMCO GIS Glbl Multi-Asset Inst EUR Hdg | IE00B639QZ24 | YHD | 4 | -7.39 | +0.56 | |
| IE00BWX5WD22.IR | PIMCO Multi-Asset Allocation Inst € Acc | IE00BWX5WD22 | YHD | 4 | -7.39 | +0.56 | |
| IE00BYQDNF69.IR | PIMCO GIS Dynamic Multi-Asset Ins USD H | IE00BYQDNF69 | YHD | 4 | -4.24 | +0.540 | |
| IE00BYQDNG76.IR | PIMCO GIS Dynamic Multi-Asset Ins GBP H | IE00BYQDNG76 | YHD | 4 | |||
| NTM.AS | VanEck Multi-Asset Balanced Allocation UCITS ETF | NL0009272772 | AMS | 0.30% | 4 | -0.70 | |
| PSMB | Invesco Balanced Multi-Asset Allocation ETF | US46090A200 | BTS | 0.32% | 4 | +1.10 | |
| PSMC | Invesco Conservative Multi-Asset Allocation ETF | US46090A507 | BTS | 0.37% | 4 | -2.69 | |
| PSMG | Invesco Growth Multi-Asset Allocation ETF | NL000927278 | BTS | 0.31% | 4 | +3.62 | |
| PSMM | Invesco Moderately Conservative Multi-Asset Allocation ETF | US46090A507 | BTS | 0.35% | 4 | -1.06 | |
| TOF.AS | VanEck Multi-Asset Growth Allocation UCITS ETF | NL0009272780 | AMS | 0.32% | 4 | -2.21 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.