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

Symbol: AMOM

Exchange: NYSE ARCA

Sector: Technology

Category: Large Growth

Inception Date: 20/05/2019

Latest Date: 02/04/2026

Current Price: $48.13

Expense Ratio: 0.75%

Assets Under Management
$29.3M
0.69% daily change

Period Performance

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

Adjusted Return
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Performance Metrics

Return

-5.51%

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
Return

-2.39%

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
Return

-1.25%

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
Return

23.73%

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
Return

25.98%

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
Return

70.12%

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

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.097%

Best Day

10.364%

09/04/2025
Worst Day

-7.12%

04/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $47.80 $48.13 $47.80 $48.13 15,300
01/04/2026 $48.18 $48.59 $48.17 $48.17 1,700
31/03/2026 $45.96 $47.15 $45.95 $47.15 8,100
30/03/2026 $45.60 $45.60 $45.29 $45.29 500
27/03/2026 $46.18 $46.25 $46.18 $46.25 3,200
26/03/2026 $47.75 $47.86 $46.78 $46.79 2,100
25/03/2026 $48.84 $48.92 $48.67 $48.67 700
24/03/2026 $48.07 $48.66 $48.07 $48.43 2,800
23/03/2026 $48.16 $48.91 $48.16 $48.37 3,100
20/03/2026 $48.85 $48.85 $47.46 $47.46 3,500