# MFUT (Cambria Chesapeake Pure Trend ETF)

Cambria · Alternatives ETFs · data as of Sep 18, 2026

In the S&P 500’s down weeks over the year to Sep 18, 2026, MFUT rose 0.20% a week on average.

## Key facts

- MFUT, correlation with the S&P 500: +0.29, as of Sep 18, 2026.
- MFUT, beta to the S&P 500: +0.28, as of Sep 18, 2026.
- MFUT, down-week capture: −15.9%, as of Sep 18, 2026.
- MFUT, against T-bills, 52 weeks: +27.5 pts, as of Sep 18, 2026.
- MFUT, net assets: $39m (SEC N-PORT, whole fund, as filed for Jun 30, 2026).
- MFUT, expense ratio: 1.18% (485BPOS XBRL, Oct 22, 2025).

## MFUT over each window to Sep 18, 2026

| Window | The fund | S&P 500 | Difference, percentage points |
| --- | --- | --- | --- |
| 3 months | +5.4% | +2.3% | +3.2 pts |
| 6 months | +16.4% | +18.0% | −1.6 pts |
| 1 year | +31.0% | +16.6% | +14.4 pts |
| Since it listed | +0.3% | +49.0% | −48.7 pts |

## Every published field

| Field | Value | Source |
| --- | --- | --- |
| Issuer | Cambria | ETFIQ |
| Strategy | Managed futures | ETFIQ, from its prospectus |
| Expense ratio | 1.18% | 485BPOS XBRL, Oct 22, 2025 |
| Net assets | $39m | SEC N-PORT, whole fund, as filed for Jun 30, 2026 |
| Weeks measured | 52, from Sep 19, 2025 to Sep 18, 2026 | ETFIQ |
| Weeks the S&P 500 fell | 22 | ETFIQ |
| The S&P 500 in those weeks, on average | −1.24% | ETFIQ |
| MFUT in those weeks, on average | +0.20% | ETFIQ |
| MFUT total return over those weeks | +31.1% | ETFIQ |
| T-bills | +3.6% | ETFIQ |
| Listed since | May 29, 2024 | ETFIQ |
| Days traded | 90 | ETFIQ |
| Quoted | on an exchange, every trading day | ETFIQ |

## Questions

### Does MFUT move with the S&P 500?

Over the year to Sep 18, 2026, MFUT’s weekly returns had a correlation of +0.29 with the S&P 500’s, on a scale where 1 moves in step, 0 shows no pattern and −1 moves opposite. Its beta was +0.28, so for each 1% the index moved it moved about 0.28% the same way.

### What did MFUT do when stocks fell?

The S&P 500 fell in 22 of the 52 weeks to Sep 18, 2026, by 1.24% on average. In those weeks MFUT rose 0.20% on average, a down-week capture of −15.9%.

### Did MFUT earn more than cash?

Over the same 52 weeks MFUT returned +31.1% with distributions reinvested, and BIL, a fund of Treasury bills, returned +3.6%. MFUT finished 27.5 percentage points ahead of it.

### What does MFUT cost?

The prospectus expense ratio is 1.18% a year.

### Why is MFUT listed as managed futures?

ETFIQ files each fund by what its own prospectus says it does, and MFUT’s, filed Oct 22, 2025, describes a managed futures fund.


## Cite this page

ETFIQ, MFUT, data as of Sep 18, 2026. https://etfiq.com/funds/mfut
Free to use with attribution; the underlying files are at https://etfiq.com/data/.

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