Assets › global-value
Cambria Global Value (GVAL)
Clears the 12% forward-return floor — eligible for optimizer by default.
Fwd expected return 13.0%
Annualised volatility 20.0%
Sleeve global-value
Risk notes
PUREST low-PE play: screens the cheapest COUNTRIES by CAPE, then cheapest stocks within them. ~106-129 holdings, P/E ~10-13, CAPE-driven. Deep-value = high dispersion; concentrated in frontier/EM (Czech, Poland, Colombia banks/utilities). Cheap for reasons — currency + political risk. India taxes as FOREIGN asset: 12.5% LTCG only if held >24 months, else slab. ER 0.59%.
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