PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMO...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

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

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

AMOM has a high expense ratio of 0.75%, indicating higher-than-average management fees.


Expense ratio chart for AMOM: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Share Price Chart


Loading data...

Compare to other instruments

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


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

Popular comparisons: AMOM vs. OILK, AMOM vs. GLCN, AMOM vs. SPY, AMOM vs. VOO, AMOM vs. SCHD, AMOM vs. QMOM, AMOM vs. HLAL, AMOM vs. ROBT, AMOM vs. spmo, AMOM vs. mmtm

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in QRAFT AI-Enhanced U.S. Large Cap Momentum ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


60.00%70.00%80.00%90.00%100.00%110.00%December2024FebruaryMarchAprilMay
105.35%
85.15%
AMOM (QRAFT AI-Enhanced U.S. Large Cap Momentum ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

QRAFT AI-Enhanced U.S. Large Cap Momentum ETF had a return of 16.00% year-to-date (YTD) and 33.57% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date16.00%11.18%
1 month5.65%5.60%
6 months21.65%17.48%
1 year33.57%26.33%
5 years (annualized)N/A13.16%
10 years (annualized)N/A10.99%

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
20245.89%8.45%1.13%-5.36%16.00%
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 74, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of AMOM is 7474
AMOM (QRAFT AI-Enhanced U.S. Large Cap Momentum ETF)
The Sharpe Ratio Rank of AMOM is 7979Sharpe Ratio Rank
The Sortino Ratio Rank of AMOM is 7878Sortino Ratio Rank
The Omega Ratio Rank of AMOM is 7878Omega Ratio Rank
The Calmar Ratio Rank of AMOM is 6363Calmar Ratio Rank
The Martin Ratio Rank of AMOM is 7575Martin 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.


AMOM
Sharpe ratio
The chart of Sharpe ratio for AMOM, currently valued at 2.11, compared to the broader market0.002.004.002.11
Sortino ratio
The chart of Sortino ratio for AMOM, currently valued at 2.99, compared to the broader market0.005.0010.002.99
Omega ratio
The chart of Omega ratio for AMOM, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.001.37
Calmar ratio
The chart of Calmar ratio for AMOM, currently valued at 1.28, compared to the broader market0.005.0010.0015.001.28
Martin ratio
The chart of Martin ratio for AMOM, currently valued at 8.30, compared to the broader market0.0020.0040.0060.0080.00100.008.30
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.38, compared to the broader market0.002.004.002.38
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.37, compared to the broader market0.005.0010.003.37
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market0.005.0010.0015.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.12, compared to the broader market0.0020.0040.0060.0080.00100.009.12

Sharpe Ratio

The current QRAFT AI-Enhanced U.S. Large Cap Momentum ETF Sharpe ratio is 2.11. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of QRAFT AI-Enhanced U.S. Large Cap Momentum ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
2.11
2.38
AMOM (QRAFT AI-Enhanced U.S. Large Cap Momentum ETF)
Benchmark (^GSPC)

Dividends

Dividend History

QRAFT AI-Enhanced U.S. Large Cap Momentum ETF granted a 0.29% dividend yield in the last twelve months. The annual payout for that period amounted to $0.11 per share.


PeriodTTM20232022202120202019
Dividend$0.11$0.16$0.19$0.05$7.79$1.43

Dividend yield

0.29%0.47%0.72%0.14%24.31%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
2024$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.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-1.31%
-0.09%
AMOM (QRAFT AI-Enhanced U.S. Large Cap Momentum ETF)
Benchmark (^GSPC)

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 1.31%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.03%Nov 4, 2021224Sep 26, 2022359Mar 1, 2024583
-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
-10.38%Mar 8, 202430Apr 19, 2024

Volatility

Volatility Chart

The current QRAFT AI-Enhanced U.S. Large Cap Momentum ETF volatility is 6.51%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%December2024FebruaryMarchAprilMay
6.51%
3.36%
AMOM (QRAFT AI-Enhanced U.S. Large Cap Momentum ETF)
Benchmark (^GSPC)