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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.
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Returns By Period
QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM) has returned -3.01% so far this year and 25.18% over the past 12 months.
QRAFT AI-Enhanced U.S. Large Cap Momentum ETF
- 1D
- 4.10%
- 1M
- -7.43%
- YTD
- -3.01%
- 6M
- -2.43%
- 1Y
- 25.18%
- 3Y*
- 18.56%
- 5Y*
- 7.31%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since May 21, 2019, AMOM's average daily return is +0.07%, while the average monthly return is +1.30%. At this rate, your investment would double in approximately 4.5 years.
Historically, 61% of months were positive and 39% were negative. The best month was Oct 2022 with a return of +13.9%, while the worst month was Jan 2022 at -15.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, AMOM closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +10.4%, while the worst single day was Mar 16, 2020 at -11.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.34% | 0.41% | -7.43% | -3.01% | |||||||||
| 2025 | 2.90% | -9.46% | -10.43% | 4.99% | 7.68% | 7.44% | 0.47% | -1.20% | 6.41% | 4.74% | -4.40% | 0.47% | 7.69% |
| 2024 | 5.89% | 8.45% | 1.13% | -5.36% | 6.23% | 5.80% | -2.03% | 1.38% | 5.00% | -0.98% | 8.66% | -2.03% | 35.79% |
| 2023 | 6.13% | -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% | -6.51% | 3.30% | -5.72% | -0.21% | -11.75% | 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% | -1.09% | 13.08% |
Benchmark Metrics
QRAFT AI-Enhanced U.S. Large Cap Momentum ETF has an annualized alpha of 2.79%, beta of 0.99, and R² of 0.63 versus S&P 500 Index. Calculated based on daily prices since May 22, 2019.
- This ETF captured 113.08% of S&P 500 Index gains and 106.61% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- This ETF generated an annualized alpha of 2.79% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 0.99 and R² of 0.63, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 2.79%
- Beta
- 0.99
- R²
- 0.63
- Upside Capture
- 113.08%
- Downside Capture
- 106.61%
Expense Ratio
AMOM has an expense ratio of 0.75%, placing it in the medium range.
Return for Risk
Risk / Return Rank
AMOM ranks 60 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM) and compare them to a chosen benchmark (S&P 500 Index).
| AMOM | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 0.90 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.39 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.93 | 1.40 | +0.53 |
Martin ratioReturn relative to average drawdown | 6.59 | 6.61 | -0.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore AMOM risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
QRAFT AI-Enhanced U.S. Large Cap Momentum ETF provided a 0.09% dividend yield over the last twelve months, with an annual payout of $0.04 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.04 | $0.04 | $0.00 | $0.16 | $0.19 | $0.27 | $7.79 | $1.43 |
Dividend yield | 0.09% | 0.09% | 0.00% | 0.47% | 0.72% | 0.74% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.00 | $0.04 |
| 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 | $0.27 | $0.27 |
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 39.68%, occurring on Sep 26, 2022. Recovery took 359 trading sessions.
The current QRAFT AI-Enhanced U.S. Large Cap Momentum ETF drawdown is 9.54%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.68% | Nov 4, 2021 | 224 | Sep 26, 2022 | 359 | Mar 1, 2024 | 583 |
| -30.26% | Jan 24, 2025 | 50 | Apr 4, 2025 | 126 | Oct 6, 2025 | 176 |
| -29.26% | Feb 20, 2020 | 22 | Mar 20, 2020 | 48 | May 29, 2020 | 70 |
| -16.33% | Jul 11, 2024 | 20 | Aug 7, 2024 | 44 | Oct 9, 2024 | 64 |
| -13.1% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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