What is AMOM?

AMOM is an actively-managed portfolio of U.S. Large Cap equities chosen with the aid of artificial intelligence.

PERFORMANCE [as of 03/28/23] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
AMOM 0% 5.44% 4.45% -7.03% 16.17% -- --
AMOM (NAV) 0.04% 5.37% 4.34% -7.26% 16.32% -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Large Cap Index 0.90% 6.44% 4.81% -12.19% 17.61% 11.03% 12.07%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

AMOM Factset Analytics Insight

Actively-managed AMOM uses a proprietary artificial intelligence (AI) security selection process that extracts patterns from analyzing data. The AI system finds a period within those 3 to 36 months that resulted in the best performance of stocks in the past and ranks those stocks by their residual returns, which are defined as “its total return after removal of market, size and value risks factored into portfolio construction under conventional portfolio management.” AMOM uses this metric on the stock management theory which states that stocks with higher residual returns have the potential to perform better and more consistently over time than conventional momentum stocks. The fund limits the weighting of a single security to 10% and no more than 40% of the fund’s assets may be invested in securities with more than 5% weighting in the portfolio.

AMOM Summary Data

05/21/19
0.75%
$11.63M
No Underlying Index
MSCI USA Large Cap Index
Open-Ended Fund

Peers

MSCI USA Large Cap Index

Fund Flows

$0.00B 5 Days
-$0.00B 30 Days
-$0.00B 90 Days

AMOM Portfolio Data

$57.02B
12.00
5.19
0.63%
N/A
52

AMOM Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA Large Cap Index

AMOM Portfolio Management

0.75%
--
--
--

AMOM Tax Exposures

20.00% / 39.60%
10.00%
Qualified dividends
No

AMOM Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
High
Daily

Factset Analytics Block Liquidity

As of 03/29/23

This measurement shows how easy it is to trade a $1 million USD block of AMOM. AMOM is rated a 4 out of 5.

AMOM Tradability

1,463
$39.89K
1,033
$28.36K
0.29%
$0.08
-0.12%
0.48% / -1.00%
None
100.00%
25,000
0.04
0.03%
0.01%
0
$27.44
4

AMOM Sector/Industry Breakdown

AMOM Segment
Benchmark
30.63% --
11.89% --
10.08% --
7.32% --
5.54% --
5.21% --
5.14% --
4.83% --
4.70% --
4.61% --

AMOM Performance Statistics

0.79
0.90
0.83
1.06
0.78%
MSCI USA Large Cap Index

AMOM Countries

AMOM Segment
Benchmark
99.76% 99.89%
-- 0.11%

AMOM Regions

AMOM Segment
Benchmark
99.76% 100.00%

AMOM Economic Development

AMOM Segment
Benchmark
99.76% 100.00%
0.00% 0.00%

AMOM Benchmark Comparison Holdings

52
297
12
2.60%

AMOM Benchmark Comparison Summary

AMOM Segment
Benchmark
52 297
$57.02B $509.91B
12.00 20.54
5.19 4.13
0.94% 1.63%
Medium Low

AMOM Benchmark Comparison Market Cap Size

AMOM Segment
Benchmark
63.66% 100.00%
36.09% 0.00%
0.00% 0.00%
0.00% 0.00%