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ISIN
US30151E7985
CUSIP
30151E798
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
Blend
Assets Under Management
$16M

Share Price Chart


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Performance

QRFT Performance Chart

QRAFT AI Enhanced U.S. Large Cap ETF (QRFT) is up 12.6% since the beginning of the year. QRFT is currently trading at $70 per share. Investors who bought $1,000 worth of QRFT shares 5 years ago would now be looking at an investment worth $1,793.


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S&P 500 Index

Returns By Period

QRAFT AI Enhanced U.S. Large Cap ETF (QRFT) has returned 12.60% so far this year and 28.98% over the past 12 months.


QRAFT AI Enhanced U.S. Large Cap ETF

1D
-0.34%
1M
6.39%
YTD
12.60%
6M
12.89%
1Y
28.98%
3Y*
21.65%
5Y*
12.39%
10Y*

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QRFT Monthly Returns History

Based on dividend-adjusted daily data since May 21, 2019, QRFT's average daily return is +0.07%, while the average monthly return is +1.43%. At this rate, an investment would double in approximately 4.1 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +14.5%, while the worst month was Jun 2022 at -9.5%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, QRFT closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -9.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.02%-0.88%-4.85%11.49%5.72%0.28%12.60%
20254.82%-1.60%-6.46%-0.34%5.99%5.20%2.08%1.50%3.62%2.51%-0.40%0.37%17.95%
20242.17%5.07%2.70%-4.60%5.39%5.39%0.55%2.28%1.76%-1.47%4.79%-3.85%21.36%
20237.25%-2.47%2.87%0.76%-0.29%6.20%2.80%-1.24%-4.65%-3.49%9.62%5.59%24.16%
2022-9.19%-3.26%3.95%-9.05%0.87%-9.45%6.16%-1.71%-8.47%8.37%4.83%-6.09%-22.69%
20211.51%2.67%-3.26%6.03%-1.18%5.40%1.45%3.86%-5.49%7.59%-0.21%3.11%22.74%

Benchmark Metrics

QRAFT AI Enhanced U.S. Large Cap ETF has an annualized alpha of 3.61%, beta of 0.91, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since May 22, 2019.

  • This ETF captured 104.97% of S&P 500 Index gains but only 96.04% of its losses - a favorable profile for investors.
  • This ETF generated an annualized alpha of 3.61% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.91 and R2 of 0.82, 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
3.61%
Beta
0.91
0.82
Upside Capture
104.97%
Downside Capture
96.04%

Expense Ratio

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


Return for Risk

Risk / Return Rank

QRFT ranks 68 for risk / return — better than 68% 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.


QRFT Risk / Return Rank: 6868
Overall Rank
QRFT Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
QRFT Sortino Ratio Rank: 6666
Sortino Ratio Rank
QRFT Omega Ratio Rank: 6666
Omega Ratio Rank
QRFT Calmar Ratio Rank: 6464
Calmar Ratio Rank
QRFT Martin Ratio Rank: 7575
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 ETF (QRFT) and compare them to S&P 500 Index.


QRFTBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.23

2.24

-0.01

Sortino ratio

Return per unit of downside risk

3.05

3.07

-0.02

Omega ratio

Gain probability vs. loss probability

1.40

1.41

-0.01

Calmar ratio

Return relative to maximum drawdown

3.19

2.93

+0.26

Martin ratio

Return relative to average drawdown

14.12

13.52

+0.59

Dividends

Dividend History

QRAFT AI Enhanced U.S. Large Cap ETF provided a 0.25% dividend yield over the last twelve months, with an annual payout of $0.18 per share.


0.00%1.00%2.00%3.00%4.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.202019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.18$0.17$0.28$0.34$0.30$0.02$0.69$1.10

Dividend yield

0.25%0.27%0.52%0.77%0.83%0.05%1.81%4.00%

Monthly Dividends

The table displays the monthly dividend distributions for QRAFT AI Enhanced U.S. Large Cap 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$0.05$0.00$0.00$0.00$0.05
2025$0.00$0.00$0.05$0.00$0.00$0.06$0.00$0.00$0.04$0.00$0.00$0.03$0.17
2024$0.00$0.00$0.04$0.00$0.00$0.05$0.00$0.00$0.06$0.00$0.00$0.13$0.28
2023$0.00$0.00$0.04$0.00$0.00$0.10$0.00$0.00$0.07$0.00$0.00$0.13$0.34
2022$0.00$0.00$0.01$0.00$0.00$0.08$0.00$0.00$0.09$0.00$0.00$0.12$0.30
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.00$0.02

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 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 ETF was 30.19%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.

The current QRAFT AI Enhanced U.S. Large Cap ETF drawdown is 0.34%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-30.19%Mar 2020
1mo 2d2mo 14d
3mo 16dFeb 2020 - Jun 2020
Bear market2022
-28.20%Oct 2022
9mo 20d1y 3mo
2y 1moDec 2021 - Feb 2024
2025 selloff2025
-19.99%Apr 2025
1mo 19d2mo 23d
4mo 12dFeb 2025 - Jun 2025
2021 correction2021
-13.58%Mar 2021
20d3mo 22d
4mo 12dFeb 2021 - Jun 2021
2020 pullback2020
-9.59%Sep 2020
20d1mo 13d
2mo 3dSep 2020 - Nov 2020

Drawdown Indicators


QRFTBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-30.19%

-56.78%

+26.59%

Max Drawdown (1Y)

Largest decline over 1 year

-9.12%

-9.10%

-0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-19.99%

-18.90%

-1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-28.20%

-25.43%

-2.77%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.34%

-0.74%

+0.40%

Average Drawdown

Average peak-to-trough decline

-6.79%

-10.72%

+3.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

1.97%

+0.09%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with QRFT

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