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QRAFT AI-Enhanced U.S. Large Cap Momentum ETF AMOM
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | AMOM | Replication |
|---|---|---|
| Annualized growth | 12.5% | 13.2% |
| Annualized volatility | 23.0% | 20.0% |
| Sharpe ratio | 0.63 | 0.72 |
| Maximum drawdown | 37.8% | 31.4% |
| Replication fit (R²) | 0.87 · Tracking error 8.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model AMOM’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| MTUM | Factor · Momentum | 67.3% |
| XLK | Sector · Technology | 16.0% |
| VBK | Small-Cap · Growth | 8.0% |
| VOT | Mid-Cap · Growth | 5.3% |
| IWC | Micro Cap | 3.5% |