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QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMO...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US30151E7803

CUSIP

30151E780

Inception Date

May 21, 2019

Region

North America (U.S.)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

AMOM has an expense ratio of 0.75%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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Returns By Period

QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM) returned -5.70% year-to-date (YTD) and 10.21% over the past 12 months.


AMOM

YTD

-5.70%

1M

15.36%

6M

-4.26%

1Y

10.21%

5Y*

14.64%

10Y*

N/A

^GSPC (Benchmark)

YTD

1.30%

1M

12.94%

6M

1.49%

1Y

12.48%

5Y*

15.82%

10Y*

10.87%

*Annualized

Monthly Returns

The table below presents the monthly returns of AMOM, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.90%-9.46%-10.43%4.99%7.64%-5.70%
20245.89%8.45%1.13%-5.36%6.23%5.80%-2.03%1.38%5.00%-0.98%8.66%-2.03%35.79%
20236.13%-1.58%3.53%1.10%1.07%7.71%2.51%-1.21%-6.79%-1.91%9.95%4.86%27.06%
2022-15.49%-6.50%3.30%-5.72%-0.21%-11.74%8.65%-1.72%-8.01%13.90%3.32%-5.91%-26.29%
2021-1.48%2.57%2.95%5.41%0.40%4.51%0.21%0.00%-5.58%7.43%-2.25%-1.68%12.41%
20201.75%-7.29%-6.49%12.75%9.84%5.42%12.16%11.21%-4.18%-3.76%11.88%3.80%53.81%
2019-1.86%4.74%2.15%1.38%-1.52%-0.08%2.06%2.26%9.33%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AMOM is 41, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of AMOM is 4141
Overall Rank
The Sharpe Ratio Rank of AMOM is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of AMOM is 4242
Sortino Ratio Rank
The Omega Ratio Rank of AMOM is 4242
Omega Ratio Rank
The Calmar Ratio Rank of AMOM is 4747
Calmar Ratio Rank
The Martin Ratio Rank of AMOM is 3737
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

QRAFT AI-Enhanced U.S. Large Cap Momentum ETF Sharpe ratios as of May 17, 2025 (values are recalculated daily):

  • 1-Year: 0.33
  • 5-Year: 0.60
  • All Time: 0.57

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of QRAFT AI-Enhanced U.S. Large Cap Momentum ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

QRAFT AI-Enhanced U.S. Large Cap Momentum ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%5.00%10.00%15.00%20.00%25.00%$0.00$2.00$4.00$6.00$8.00201920202021202220232024
Dividends
Dividend Yield
PeriodTTM202420232022202120202019
Dividend$0.00$0.00$0.16$0.19$0.05$7.79$1.43

Dividend yield

0.00%0.00%0.47%0.72%0.14%24.32%5.51%

Monthly Dividends

The table displays the monthly dividend distributions for QRAFT AI-Enhanced U.S. Large Cap Momentum ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.04$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.07$0.16
2022$0.00$0.00$0.00$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.07$0.19
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.05$0.05
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$7.79$7.79
2019$1.43$1.43

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the QRAFT AI-Enhanced U.S. Large Cap Momentum ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the QRAFT AI-Enhanced U.S. Large Cap Momentum ETF was 40.03%, occurring on Sep 26, 2022. Recovery took 359 trading sessions.

The current QRAFT AI-Enhanced U.S. Large Cap Momentum ETF drawdown is 13.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.03%Nov 4, 2021224Sep 26, 2022359Mar 1, 2024583
-30.26%Jan 24, 202550Apr 4, 2025
-29.26%Feb 20, 202022Mar 20, 202048May 29, 202070
-16.33%Jul 11, 202420Aug 7, 202444Oct 9, 202464
-11.95%Sep 3, 20203Sep 8, 202058Nov 30, 202061

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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