Summary
AMOM
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 43.44% Volatility 25.15% Sharpe 0.80
Official loaded data — not a live quote.

QRAFT AI-ENHANCED U.S. LARGE CAP MOMENTUM ETF

Symbol: AMOM

Exchange: NYSE

Sector: Technology

Category: Large Growth

Inception date: 20/05/2019

Latest date: 02/06/2026

Current price: $61.56

Expense ratio: 0.75%

Assets under management
$30.5M
0.97% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

11.02%

Ann. -46.24% (Sharpe / Sortino numerator)

Volatility

30.20%

Sharpe ratio

-1.652

VaR 95%

-3.01%

CVaR 95%: -3.52%
Max drawdown: -10.06%
Sortino ratio: -2.685
Calmar ratio: -4.60

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

20.86%

Ann. -9.36% (Sharpe / Sortino numerator)

Volatility

24.97%

Sharpe ratio

-0.520

VaR 95%

-2.43%

CVaR 95%: -2.98%
Max drawdown: -13.10%
Sortino ratio: -0.886
Calmar ratio: -0.71

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

27.60%

Ann. -2.51% (Sharpe / Sortino numerator)

Volatility

25.06%

Sharpe ratio

-0.245

VaR 95%

-3.01%

CVaR 95%: -3.49%
Max drawdown: -13.10%
Sortino ratio: -0.355
Calmar ratio: -0.19

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

43.44%

Ann. 23.84% (Sharpe / Sortino numerator)

Volatility

25.15%

Sharpe ratio

0.803

VaR 95%

-2.44%

CVaR 95%: -3.76%
Max drawdown: -13.10%
Sortino ratio: 1.024
Calmar ratio: 1.82

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

58.56%

Ann. 12.29% (Sharpe / Sortino numerator)

Volatility

26.42%

Sharpe ratio

0.328

VaR 95%

-2.95%

CVaR 95%: -4.19%
Max drawdown: -30.26%
Sortino ratio: 0.408
Calmar ratio: 0.41

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

108.68%

Ann. 19.46% (Sharpe / Sortino numerator)

Volatility

23.32%

Sharpe ratio

0.679

VaR 95%

-2.41%

CVaR 95%: -3.68%
Max drawdown: -30.26%
Sortino ratio: 0.845
Calmar ratio: 0.64

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.153%

Best day

4.625%

08/04/2026
Worst day

-3.875%

26/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $60.97 $61.56 $60.97 $61.56 6,900
01/06/2026 $60.00 $60.64 $59.89 $60.56 5,400
29/05/2026 $60.45 $60.45 $59.95 $59.95 800
28/05/2026 $59.12 $59.83 $59.12 $59.61 11,200
27/05/2026 $59.87 $60.09 $59.22 $59.50 4,600
26/05/2026 $58.97 $59.93 $58.97 $59.86 3,000
22/05/2026 $58.05 $58.39 $58.05 $58.16 2,400
21/05/2026 $57.49 $57.53 $57.28 $57.53 2,700
20/05/2026 $57.11 $57.11 $57.02 $57.07 1,100
19/05/2026 $56.12 $56.54 $55.71 $56.09 4,900