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ISIN
US30151E7803
CUSIP
30151E780
Inception Date
May 21, 2019
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$33M

Share Price Chart


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Performance

AMOM Performance Chart

QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM) is up 32.5% since the beginning of the year. AMOM is currently trading at $64 per share. Investors who bought $1,000 worth of AMOM shares 5 years ago would now be looking at an investment worth $1,822.


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S&P 500 Index

Returns By Period

QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM) has returned 32.52% so far this year and 48.40% over the past 12 months.


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

1D
2.30%
1M
10.77%
YTD
32.52%
6M
30.51%
1Y
48.40%
3Y*
28.43%
5Y*
12.75%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMOM Monthly Returns History

Based on dividend-adjusted daily data since May 21, 2019, AMOM's average daily return is +0.08%, while the average monthly return is +1.64%. At this rate, an investment would double in approximately 3.6 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 2026 with a return of +17.7%, 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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.34%0.41%-7.43%17.67%8.06%7.45%32.52%
20252.90%-9.46%-10.43%4.99%7.68%7.44%0.47%-1.20%6.41%4.74%-4.40%0.47%7.69%
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%-6.51%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 5.16%, beta of 1.00, and R2 of 0.63 versus S&P 500 Index. Calculated based on daily prices since May 21, 2019.

  • This ETF captured 117.78% of S&P 500 Index gains and 101.64% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This ETF generated an annualized alpha of 5.16% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 1.00 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
5.16%
Beta
1.00
0.63
Upside Capture
117.78%
Downside Capture
101.64%

Expense Ratio

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


Return for Risk

Risk / Return Rank

AMOM ranks 65 for risk / return — better than 65% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


AMOM Risk / Return Rank: 6565
Overall Rank
AMOM Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
AMOM Sortino Ratio Rank: 5757
Sortino Ratio Rank
AMOM Omega Ratio Rank: 6060
Omega Ratio Rank
AMOM Calmar Ratio Rank: 7575
Calmar Ratio Rank
AMOM Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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 S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AMOMBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

-0.12

Omega ratioGain probability vs. loss probability

1.36

1.37

-0.01

Calmar ratioReturn relative to maximum drawdown

3.71

2.78

+0.93

Martin ratioReturn relative to average drawdown

12.88

12.44

+0.44

Dividends

Dividend History

QRAFT AI-Enhanced U.S. Large Cap Momentum ETF provided a 0.07% dividend yield over the last twelve months, with an annual payout of $0.04 per share.


0.00%5.00%10.00%15.00%20.00%25.00%$0.00$2.00$4.00$6.00$8.002019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.04$0.04$0.00$0.16$0.19$0.27$7.79$1.43

Dividend yield

0.07%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$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.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-39.68%Sep 2022
10mo 26d1y 5mo
2y 3moNov 2021 - Mar 2024
2025 selloff2025
-30.26%Apr 2025
2mo 10d6mo 5d
8mo 15dJan 2025 - Oct 2025
COVID crash2020
-29.26%Mar 2020
29d2mo 10d
3mo 9dFeb 2020 - May 2020
2024 correction2024
-16.33%Aug 2024
27d2mo 3d
3moJul 2024 - Oct 2024
2026 correction2026
-13.10%Mar 2026
1mo 2d14d
1mo 16dFeb 2026 - Apr 2026

Drawdown Indicators


AMOMBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-39.68%

-56.78%

+17.10%

Max Drawdown (1Y)

Largest decline over 1 year

-13.10%

-9.10%

-4.00%

Max Drawdown (3Y)

Largest decline over 3 years

-30.26%

-18.90%

-11.36%

Max Drawdown (5Y)

Largest decline over 5 years

-39.68%

-25.43%

-14.25%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-10.75%

-10.71%

-0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.77%

2.03%

+1.74%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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