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QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM)

ETF · Currency in USD · Last updated Jun 25, 2022

AMOM is an actively managed ETF by Exchange Traded Concepts. AMOM launched on May 21, 2019 and has a 0.75% expense ratio.

ETF Info

ISINUS30151E7803
CUSIP30151E780
IssuerExchange Traded Concepts
Inception DateMay 21, 2019
RegionNorth America (U.S.)
CategoryLarge Cap Growth Equities, Actively Managed
Expense Ratio0.75%
Index TrackedNo Index (Active)
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Trading Data

Previous Close$24.15
Year Range$24.09 - $39.09
EMA (50)$27.07
EMA (200)$31.03
Average Volume$3.49K

AMOMShare Price Chart


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AMOMPerformance

The chart shows the growth of $10,000 invested in QRAFT AI-Enhanced U.S. Large Cap Momentum ETF on May 22, 2019 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $13,002 for a total return of roughly 30.02%. All prices are adjusted for splits and dividends.


AMOM (QRAFT AI-Enhanced U.S. Large Cap Momentum ETF)
Benchmark (^GSPC)

AMOMReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-5.50%-0.75%
YTD-31.22%-17.93%
6M-31.75%-17.23%
1Y-31.35%-7.78%
5Y8.85%10.59%
10Y8.85%10.59%

AMOMMonthly Returns Heatmap


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AMOMSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current QRAFT AI-Enhanced U.S. Large Cap Momentum ETF Sharpe ratio is -1.15. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


AMOM (QRAFT AI-Enhanced U.S. Large Cap Momentum ETF)
Benchmark (^GSPC)

AMOMDividend History

QRAFT AI-Enhanced U.S. Large Cap Momentum ETF granted a 0.45% dividend yield in the last twelve months. The annual payout for that period amounted to $0.11 per share.


PeriodTTM202120202019
Dividend$0.11$0.05$7.79$1.43

Dividend yield

0.45%0.14%24.35%6.87%

AMOMDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


AMOM (QRAFT AI-Enhanced U.S. Large Cap Momentum ETF)
Benchmark (^GSPC)

AMOMWorst Drawdowns

The table below shows the maximum drawdowns of the QRAFT AI-Enhanced U.S. Large Cap Momentum ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the QRAFT AI-Enhanced U.S. Large Cap Momentum ETF is 38.37%, recorded on Jun 17, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.37%Nov 4, 2021156Jun 17, 2022
-29.26%Feb 20, 202022Mar 20, 202048May 29, 202070
-11.95%Sep 3, 20203Sep 8, 202058Nov 30, 202061
-11.33%Feb 16, 202113Mar 4, 202125Apr 9, 202138
-9.32%Aug 10, 202139Oct 4, 202121Nov 2, 202160
-7.57%Apr 28, 202111May 12, 202121Jun 11, 202132
-6.46%Aug 6, 20204Aug 11, 20207Aug 20, 202011
-5.99%Jul 29, 20196Aug 5, 201922Sep 5, 201928
-5.22%Sep 9, 201918Oct 2, 201950Dec 12, 201968
-5%Jan 25, 20215Jan 29, 20214Feb 4, 20219

AMOMVolatility Chart

Current QRAFT AI-Enhanced U.S. Large Cap Momentum ETF volatility is 42.30%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


AMOM (QRAFT AI-Enhanced U.S. Large Cap Momentum ETF)
Benchmark (^GSPC)

Portfolios with QRAFT AI-Enhanced U.S. Large Cap Momentum ETF


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