Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
AMOM (QRAFT AI-Enhanced U.S. Large Cap Momentum ETF) | 1.57% | 15.88% | 21.83% | 12.81% | NA | NA | NA | 15.97% |
Data as of 07/24/2025, AR inception is 05/21/2019
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
AMOM (QRAFT AI-Enhanced U.S. Large Cap Momentum ETF) | 05/21/2019 | 07/24/2025 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.17 | 15.88 | 21.83 | 12.81 | NA | NA | NA | 15.97 | 1.57 | 35.80 | 27.06 | -26.29 | 12.41 | 53.80 | 8.91 |
Sharpe Ratio | NA | 0.29 | 0.86 | 0.44 | NA | NA | NA | 0.54 | -0.01 | 1.28 | 1.53 | -0.99 | 0.61 | 1.49 | 0.94 |
Standard Deviation(%) | NA | 30.41 | 23.03 | 24.17 | NA | NA | NA | 25.39 | 33.57 | 22.87 | 15.04 | 28.15 | 20.38 | 35.68 | 14.45 |
Draw Down(%) | NA | 30.26 | 30.26 | 40.03 | NA | NA | NA | 40.03 | 30.26 | 16.33 | 12.29 | 34.85 | 12.21 | 29.25 | 5.99 |
Yield(%) | 0.00 | 0.00 | 0.37 | 5.17 | 3.83 | 2.55 | 1.91 | 6.38 | 0.00 | 0.00 | 0.60 | 0.53 | 0.15 | 29.79 | 5.69 |
Data as of 07/24/2025, AR inception is 05/21/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
AMOM (QRAFT AI-Enhanced U.S. Large Cap Momentum ETF) |
1.32%
Sep 2020 - Sep 2023 |
13.68%
May 2020 - May 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
AMOM (QRAFT AI-Enhanced U.S. Large Cap Momentum ETF) |
23.89%
Jun 2022 - Jun 2025 |
18.08%
Nov 2019 - Nov 2024 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart