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 that stocks with higher residual returns have the potential to perform better and more consistently over time than conventional momentum stocks.

AMOM MSCI ESG Analytics Insight

QRAFT AI-Enhanced U.S. Large Cap Momentum ETF has an MSCI ESG Fund Rating of A based on a score of 6.83 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 83th percentile within its peer group and in the 95th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

AMOM Charts And Performance

Price Chart ($)
Total Return Chart (%)
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  • 3 Months
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Select ETFs to compare their performance:
PERFORMANCE [as of 03/26/20] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
AMOM -12.25% -12.61% -12.20% -- -- -- --
AMOM (NAV) -12.22% -12.79% -12.34% -- -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Large Cap Index -14.91% -17.48% -17.23% -3.40% 6.80% 7.77% 10.96%
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%
$2.70M
$3.35K
0.29%

AMOM Portfolio Data

$214.30B
31.24
11.11
--
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%
5.61%
Qualified dividends
No

AMOM Fund Structure

Open-Ended Fund
No
--
No Policy
N/A
N/A
High
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

AMOM Factset Analytics Block Liquidity

As of 03/27/20
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 4 out of 5.

AMOM Tradability

173
$3.35K
69
0
0.29%
$0.08
-0.01%
1.93% / -2.11%
None
100.00%
25,000
0.00
0.05%
0.01%
0
$22.74
4

AMOM Sector/Industry Breakdown


AMOM
Segment Benchmark
33.24%
31.16%
22.14%
12.79%
19.84%
7.35%
10.43%
9.20%
8.46%
13.90%
4.22%
3.07%
1.68%
1.93%

AMOM Countries


AMOM
Segment Benchmark
100.00%
100.00%

AMOM Regions


AMOM
Segment Benchmark
100.00%
100.00%

AMOM Economic Development


AMOM
Segment Benchmark
100.00%
100.00%

AMOM Performance Statistics

0.94
0.97
0.94
0.95
0.52%
MSCI USA Large Cap Index

AMOM MSCI ESG Ratings

6.83 / 10
95.23
83.38
--
7.23%
110.44

AMOM Benchmark Comparison Holdings

49
296
34
16.08%

AMOM Benchmark Comparison Summary


AMOM
Segment Benchmark
49
296
$214.30B
$341.64B
31.24
24.80
11.11
3.84
1.09%
1.80%
Medium
Low

AMOM Benchmark Comparison Market Cap Size


AMOM
Segment Benchmark
98.68%
99.76%
1.32%
0.24%
0.00%
0.00%
0.00%
0.00%