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Rayliant Quantamental China Equity ETF (RAYC)

ETF · Currency in USD · Last updated May 19, 2022

RAYC is an actively managed ETF by Rayliant Investment Research. RAYC launched on Dec 31, 2020 and has a 0.80% expense ratio.

ETF Info

Trading Data

  • Previous Close$19.11
  • Year Range$18.54 - $28.09
  • EMA (50)$20.80
  • EMA (200)$23.51
  • Average Volume$83.82K

RAYCShare Price Chart


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RAYCPerformance

The chart shows the growth of $10,000 invested in Rayliant Quantamental China Equity ETF on Jan 4, 2021 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $7,448 for a total return of roughly -25.52%. All prices are adjusted for splits and dividends.


RAYC (Rayliant Quantamental China Equity ETF)
Benchmark (^GSPC)

RAYCReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-12.32%-10.68%
YTD-24.93%-17.68%
6M-23.99%-16.53%
1Y-28.95%-5.76%
5Y-19.26%3.22%
10Y-19.26%3.22%

RAYCMonthly Returns Heatmap


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RAYCSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Rayliant Quantamental China Equity ETF Sharpe ratio is -1.20. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


RAYC (Rayliant Quantamental China Equity ETF)
Benchmark (^GSPC)

RAYCDividend History

Rayliant Quantamental China Equity ETF granted a 1.12% dividend yield in the last twelve months, as of May 19, 2022. The annual payout for that period amounted to $0.21 per share.


PeriodTTM20212020
Dividend$0.21$0.21$0.00

Dividend yield

1.12%0.84%0.00%

RAYCDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


RAYC (Rayliant Quantamental China Equity ETF)
Benchmark (^GSPC)

RAYCWorst Drawdowns

The table below shows the maximum drawdowns of the Rayliant Quantamental China Equity ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Rayliant Quantamental China Equity ETF is 38.48%, recorded on May 9, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.48%Feb 18, 2021309May 9, 2022
-3.63%Jan 26, 20214Jan 29, 20216Feb 8, 202110
-2.1%Jan 13, 20213Jan 15, 20213Jan 21, 20216
-0.94%Jan 8, 20212Jan 11, 20211Jan 12, 20213
-0.45%Jan 22, 20211Jan 22, 20211Jan 25, 20212

RAYCVolatility Chart

Current Rayliant Quantamental China Equity ETF volatility is 26.48%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


RAYC (Rayliant Quantamental China Equity ETF)
Benchmark (^GSPC)

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