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

ETF Info

ISIN

US30151E7803

CUSIP

30151E780

Issuer

Exchange Traded Concepts

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.


Expense ratio chart for AMOM: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AMOM: 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.


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

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.


100.00%120.00%140.00%160.00%NovemberDecember2025FebruaryMarchApril
107.16%
97.98%
AMOM (QRAFT AI-Enhanced U.S. Large Cap Momentum ETF)
Benchmark (^GSPC)

Returns By Period

QRAFT AI-Enhanced U.S. Large Cap Momentum ETF had a return of -13.82% year-to-date (YTD) and 1.82% in the last 12 months.


AMOM

YTD

-13.82%

1M

-3.86%

6M

-8.35%

1Y

1.82%

5Y*

17.41%

10Y*

N/A

^GSPC (Benchmark)

YTD

-8.25%

1M

-6.60%

6M

-5.32%

1Y

3.55%

5Y*

16.80%

10Y*

10.02%

*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%3.28%-13.82%
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 21, meaning it’s performing worse than 79% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of AMOM is 2121
Overall Rank
The Sharpe Ratio Rank of AMOM is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of AMOM is 2222
Sortino Ratio Rank
The Omega Ratio Rank of AMOM is 2222
Omega Ratio Rank
The Calmar Ratio Rank of AMOM is 2121
Calmar Ratio Rank
The Martin Ratio Rank of AMOM is 2020
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.


Sharpe ratio
The chart of Sharpe ratio for AMOM, currently valued at 0.03, compared to the broader market-1.000.001.002.003.004.005.00
AMOM: 0.03
^GSPC: 0.25
The chart of Sortino ratio for AMOM, currently valued at 0.22, compared to the broader market-2.000.002.004.006.008.0010.0012.00
AMOM: 0.22
^GSPC: 0.41
The chart of Omega ratio for AMOM, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.00
AMOM: 1.03
^GSPC: 1.06
The chart of Calmar ratio for AMOM, currently valued at 0.03, compared to the broader market0.005.0010.0015.00
AMOM: 0.03
^GSPC: 0.30
The chart of Martin ratio for AMOM, currently valued at 0.09, compared to the broader market0.0020.0040.0060.0080.00100.00
AMOM: 0.09
^GSPC: 1.15

The current QRAFT AI-Enhanced U.S. Large Cap Momentum ETF Sharpe ratio is 0.03. This value is calculated based on the past 1 year 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.03
0.58
AMOM (QRAFT AI-Enhanced U.S. Large Cap Momentum ETF)
Benchmark (^GSPC)

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
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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.56%
-7.70%
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 20.56%.


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
-25.48%Jan 24, 202531Mar 10, 2025
-16.33%Jul 11, 202420Aug 7, 202444Oct 9, 202464
-11.95%Sep 3, 20203Sep 8, 202058Nov 30, 202061

Volatility

Volatility Chart

The current QRAFT AI-Enhanced U.S. Large Cap Momentum ETF volatility is 11.32%, 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%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.32%
5.74%
AMOM (QRAFT AI-Enhanced U.S. Large Cap Momentum ETF)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab