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.

AMOM MSCI ESG Analytics Insight

QRAFT AI-Enhanced U.S. Large Cap Momentum ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.37 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. QRAFT AI-Enhanced U.S. Large Cap Momentum ETF ranks in the 32nd percentile within its peer group and in the 16th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

AMOM MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 09/20/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
AMOM 0.25% 3.31% 13.99% 33.10% -- -- --
AMOM (NAV) -1.41% 2.44% 12.00% 31.73% -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Large Cap Index -1.83% 5.10% 16.70% 32.82% 17.28% 18.23% 16.46%
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%
$32.91M
$457.50K
0.25%

AMOM Portfolio Data

$19.44B
52.43
13.08
21.71%
N/A
49

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%
17.79%
Qualified dividends
No

AMOM Fund Structure

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

AMOM Factset Analytics Block Liquidity

As of 09/21/21
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

12,429
$457.50K
11,045
$412.94K
0.25%
$0.09
0.01%
1.84% / -1.96%
None
98.00%
25,000
0.44
0.03%
0.01%
0
$35.89
5

AMOM Sector/Industry Breakdown


AMOM
Segment Benchmark
43.69%
14.54%
31.12%
37.78%
10.47%
13.60%
6.00%
5.98%
5.99%
8.07%

AMOM Top 10 Holdings[View All]

Walmart Inc. 4.78%
Adobe Inc. 3.96%
Intuit Inc. 2.56%
44.36%

AMOM Countries


AMOM
Segment Benchmark
98.42%
99.90%
1.58%
0.10%

AMOM Regions


AMOM
Segment Benchmark
100.00%
100.00%

AMOM Economic Development


AMOM
Segment Benchmark
100.00%
100.00%

AMOM Performance Statistics

0.65
1.12
1.27
1.21
0.88%
MSCI USA Large Cap Index

AMOM MSCI ESG Ratings

5.37 / 10
15.72
32.19
2.22%
7.24%
26.37

AMOM Benchmark Comparison Holdings

49
290
6
0.52%

AMOM Benchmark Comparison Summary


AMOM
Segment Benchmark
49
290
$19.44B
$614.29B
52.43
29.96
13.08
5.10
0.35%
1.31%
Medium
Low

AMOM Benchmark Comparison Market Cap Size


AMOM
Segment Benchmark
57.88%
100.00%
42.12%
0.00%
0.00%
0.00%
0.00%
0.00%