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

ETF · Currency in USD · Last updated Nov 29, 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$27.62
Year Range$23.32 - $36.80
EMA (50)$26.59
EMA (200)$27.94
Average Volume$1.91K

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 in May 2019 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $14,585 for a total return of roughly 45.85%. All prices are adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovember
0.88%
-3.35%
AMOM (QRAFT AI-Enhanced U.S. Large Cap Momentum ETF)
Benchmark (^GSPC)

AMOMCompare to other instruments

Search for stocks, ETFs, and funds to compare with AMOM

Popular comparisons: AMOM vs. VOO

AMOMReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M1.63%1.61%
6M-0.65%-4.67%
YTD-22.84%-16.83%
1Y-25.08%-13.73%
5Y11.30%9.66%
10Y11.30%9.66%

AMOMMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-15.49%-6.50%3.30%-5.72%-0.21%-11.74%8.65%-1.72%-8.01%13.90%1.76%
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%
20201.75%-7.29%-6.49%12.75%9.84%5.42%12.16%11.21%-4.18%-3.76%11.88%3.80%
2019-1.86%4.74%2.15%1.38%-1.52%-0.08%2.06%2.27%

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 -0.86. 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.


-1.20-1.00-0.80-0.60-0.40-0.200.00JulyAugustSeptemberOctoberNovember
-0.86
-0.57
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 0.61% dividend yield in the last twelve months. The annual payout for that period amounted to $0.17 per share.


PeriodTTM202120202019
Dividend$0.17$0.05$7.79$1.43

Dividend yield

0.61%0.14%24.47%6.91%

AMOMDrawdowns Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%December2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovember
-28.97%
-17.36%
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 40.03%, recorded on Sep 26, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.03%Nov 4, 2021224Sep 26, 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 17.68%. 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.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%JulyAugustSeptemberOctoberNovember
17.68%
14.31%
AMOM (QRAFT AI-Enhanced U.S. Large Cap Momentum ETF)
Benchmark (^GSPC)