AMOM

QRAFT AI-Enhanced U.S. Large Cap Momentum ETF
*Unless otherwise stated, data provided by FactSet.

AMOM Fund Description

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

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.

PERFORMANCE [as of 05/12/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
AMOM -- -- -- -- -- -- --
AMOM (NAV) -9.82% -7.55% -26.34% -19.80% -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Large Cap Index -11.14% -11.52% -18.25% -3.13% 12.88% 12.67% 13.58%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

AMOM Summary Data

QRAFT
05/21/19
Open-Ended Fund
0.75%
$15.18M
$153.34K
0.30%

AMOM Portfolio Data

$348.72B
19.83
8.60
21.47%
N/A
50

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%
--
Qualified dividends
No

AMOM Fund Structure

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

AMOM Factset Analytics Block Liquidity

As of 05/13/22
5
4
3
2
1

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

AMOM Tradability

5,302
$153.34K
2,981
$86.81K
0.30%
$0.09
-0.06%
1.04% / -1.94%
None
98.00%
25,000
0.12
0.03%
0.01%
0
$26.47
5

AMOM Sector/Industry Breakdown


AMOM
Segment Benchmark
29.84%
--
26.85%
--
9.09%
--
8.39%
--
8.17%
--
6.41%
--
3.72%
--
1.66%
--
1.60%
--
1.50%
--

AMOM Top 10 Holdings[View All]

Walmart Inc. 8.08%
3.90%
3.80%
2.44%
2.23%
42.08%

AMOM Countries


AMOM
Segment Benchmark
98.57%
99.90%
1.43%
--
--
0.10%

AMOM Regions


AMOM
Segment Benchmark
98.57%
100.00%
1.43%
--

AMOM Economic Development


AMOM
Segment Benchmark
100.00%
100.00%

AMOM Performance Statistics

0.76
1.22
1.24
1.16
0.88%
MSCI USA Large Cap Index

AMOM Benchmark Comparison Holdings

50
295
19
15.15%

AMOM Benchmark Comparison Summary


AMOM
Segment Benchmark
50
295
$348.72B
$723.99B
19.83
24.13
8.60
5.01
0.81%
1.30%
Medium
Low

AMOM Benchmark Comparison Market Cap Size


AMOM
Segment Benchmark
81.58%
99.98%
18.42%
0.02%
0.00%
0.00%
0.00%
0.00%