Summary
AMOM
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 24.84% 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: 16/07/2026

Current price: $56.98

Expense ratio: 0.75%

Assets under management
$35.3M
-0.18% 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

-7.10%

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

6.97%

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

11.93%

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

24.84%

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

31.83%

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

77.59%

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.102%

Best day

5.341%

11/06/2026
Worst day

-6.476%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $57.08 $57.08 $56.79 $56.98 149,900
15/07/2026 $60.76 $60.76 $57.48 $58.67 2,700
14/07/2026 $60.01 $60.42 $59.90 $60.42 1,400
13/07/2026 $58.85 $59.14 $58.85 $59.14 500
10/07/2026 $60.08 $60.17 $60.02 $60.02 800
09/07/2026 $60.67 $60.91 $60.16 $60.16 3,600
08/07/2026 $58.58 $58.77 $57.71 $58.77 2,200
07/07/2026 $58.07 $58.07 $57.39 $57.98 3,800
06/07/2026 $59.39 $61.09 $59.39 $59.83 8,000
02/07/2026 $61.06 $61.06 $58.20 $58.82 6,600