AMOMQRAFT AI-Enhanced U.S. Large Cap Momentum ETF
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.
AMOM Summary Data
AMOM Portfolio Data
AMOM Index Data
AMOM Portfolio Management
AMOM Tax Exposures
AMOM Fund Structure
AMOM Factset Analytics Block Liquidity
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 Sector/Industry Breakdown
AMOM Economic Development
AMOM Performance Statistics
AMOM MSCI ESG Ratings
AMOM Benchmark Comparison Summary
AMOM Benchmark Comparison Market Cap Size