Performance analysis of AMOM (QRAFT AI-ENHANCED U.S. LARGE CAP MOMENTUM ETF)
Annual Return
Over the past 3 years, AMOM has had an average annual return of +27.84%, outperforming the benchmark SPY, which returned +22.77% annual.
Over the past 5 years, AMOM has had an average annual return of +12.58%, underperforming the benchmark SPY, which returned +14% annual.
Since May 21, 2019, AMOM has had an average annual return of +18.47%, outperforming the benchmark SPY, which returned +16.58% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | ||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +26.64% | +7.69% | +35.80% | +27.05% | -26.30% | +13.09% | +53.73% | +9.35% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +4.34% | +0.41% | -7.43% | +17.67% | +8.06% | +2.69% | +26.64% | ||||||
| 2025 | +2.90% | -9.46% | -10.43% | +4.98% | +7.68% | +7.44% | +0.47% | -1.20% | +6.41% | +4.74% | -4.41% | +0.47% | +7.69% |
| 2024 | +5.89% | +8.45% | +1.13% | -5.36% | +6.23% | +5.80% | -2.03% | +1.38% | +5% | -0.98% | +8.66% | -2.03% | +35.80% |
| 2023 | +6.13% | -1.59% | +3.53% | +1.10% | +1.07% | +7.71% | +2.51% | -1.21% | -6.79% | -1.91% | +9.95% | +4.86% | +27.05% |
| 2022 | -15.49% | -6.50% | +3.30% | -5.72% | -0.21% | -11.75% | +8.65% | -1.72% | -8.00% | +13.89% | +3.32% | -5.91% | -26.30% |
| 2021 | -1.48% | +2.57% | +2.94% | +5.41% | +0.40% | +4.51% | +0.21% | +0% | -5.58% | +7.43% | -2.25% | -1.08% | +13.09% |
| 2020 | +1.75% | -7.30% | -6.49% | +12.75% | +9.84% | +5.42% | +12.15% | +11.21% | -4.18% | -3.76% | +11.88% | +3.75% | +53.73% |
| 2019 | -2.72% | +5.66% | +2.15% | +1.38% | -1.52% | -0.09% | +2.07% | +2.28% | +9.35% |
Drawdown analysis of AMOM (QRAFT AI-ENHANCED U.S. LARGE CAP MOMENTUM ETF)
The maximum drawdown for the AMOM was -39.67%, occurring on Sep 26, 2022. Recovery took 359 trading sessions.
Since May 21, 2019 AMOM has experienced the following drawdowns:
- 30% or more: 2 times
- 20% or more: 3 times
- 10% or more: 9 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.67% | Nov 3, 2021 | 224 | Sep 26, 2022 | 359 | Mar 1, 2024 | 583 |
| -30.26% | Jan 23, 2025 | 50 | Apr 4, 2025 | 126 | Oct 6, 2025 | 176 |
| -29.26% | Feb 19, 2020 | 22 | Mar 20, 2020 | 48 | May 29, 2020 | 70 |
| -16.33% | Jul 10, 2024 | 20 | Aug 7, 2024 | 44 | Oct 9, 2024 | 64 |
| -13.10% | Feb 25, 2026 | 23 | Mar 30, 2026 | 9 | Apr 13, 2026 | 32 |
| -11.95% | Sep 2, 2020 | 3 | Sep 8, 2020 | 58 | Nov 30, 2020 | 61 |
| -11.67% | Oct 29, 2025 | 17 | Nov 21, 2025 | 44 | Jan 28, 2026 | 61 |
| -11.33% | Feb 12, 2021 | 13 | Mar 4, 2021 | 25 | Apr 9, 2021 | 38 |
| -10.38% | Mar 7, 2024 | 30 | Apr 19, 2024 | 22 | May 21, 2024 | 52 |
| -9.32% | Aug 4, 2021 | 42 | Oct 4, 2021 | 21 | Nov 2, 2021 | 63 |
| -7.57% | Apr 27, 2021 | 11 | May 12, 2021 | 21 | Jun 11, 2021 | 32 |
| -7.42% | Dec 16, 2024 | 10 | Dec 31, 2024 | 14 | Jan 23, 2025 | 24 |
| -6.46% | Aug 5, 2020 | 4 | Aug 11, 2020 | 7 | Aug 20, 2020 | 11 |
| -5.99% | Jul 26, 2019 | 6 | Aug 5, 2019 | 22 | Sep 5, 2019 | 28 |
| -5.42% | Jan 29, 2026 | 5 | Feb 5, 2026 | 2 | Feb 9, 2026 | 7 |
| -5.22% | Sep 6, 2019 | 18 | Oct 2, 2019 | 50 | Dec 12, 2019 | 68 |
| -5.08% | May 14, 2026 | 3 | May 19, 2026 | 4 | May 26, 2026 | 7 |
| -5.00% | Jan 22, 2021 | 5 | Jan 29, 2021 | 4 | Feb 4, 2021 | 9 |
| -5.00% | Jun 10, 2020 | 1 | Jun 11, 2020 | 6 | Jun 19, 2020 | 7 |
| -4.60% | Jul 2, 2021 | 10 | Jul 19, 2021 | 9 | Jul 30, 2021 | 19 |
| -4.40% | Oct 11, 2024 | 16 | Nov 4, 2024 | 2 | Nov 6, 2024 | 18 |
| -4.25% | May 22, 2019 | 7 | Jun 3, 2019 | 3 | Jun 6, 2019 | 10 |
| -4.19% | Jul 20, 2020 | 4 | Jul 24, 2020 | 4 | Jul 30, 2020 | 8 |
| -3.99% | Nov 11, 2024 | 4 | Nov 15, 2024 | 11 | Dec 3, 2024 | 15 |
| -3.94% | Jul 9, 2020 | 2 | Jul 13, 2020 | 5 | Jul 20, 2020 | 7 |