Rayliant Quantamental Emerging Market Equity ETF (RAYE)
RAYE is an actively managed ETF by Rayliant. RAYE launched on Dec 15, 2021 and has a 0.88% expense ratio.
ETF Info
| ISIN | US00775Y7105 |
|---|---|
| Issuer | Rayliant |
| Inception Date | Dec 15, 2021 |
| Region | Emerging Markets (Broad) |
| Category | Emerging Markets Diversified |
| Leveraged | 1x |
| Index Tracked | No Index (Active) |
| Asset Class | Multi-Asset |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
RAYE features an expense ratio of 0.88%, falling within the medium range.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Rayliant Quantamental Emerging Market Equity ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Rayliant Quantamental Emerging Market Equity ETF had a return of 14.12% year-to-date (YTD) and 24.75% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 14.12% | 17.79% |
| 1 month | -0.64% | 0.18% |
| 6 months | 6.77% | 7.53% |
| 1 year | 24.75% | 26.42% |
| 5 years (annualized) | N/A | 13.48% |
| 10 years (annualized) | N/A | 10.85% |
Monthly Returns
The table below presents the monthly returns of RAYE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.33% | 5.01% | 1.92% | -1.92% | 0.23% | 6.39% | 0.68% | 2.09% | 14.12% | ||||
| 2023 | 3.13% | -2.86% | -0.08% | 4.69% | -0.60% | 8.06% | 3.66% | -3.13% | -2.67% | -5.59% | 9.31% | 7.08% | 21.56% |
| 2022 | -2.08% | -3.12% | -4.48% | -5.14% | 2.51% | -6.43% | 4.16% | -0.95% | -9.39% | -2.67% | 11.55% | -4.55% | -20.12% |
| 2021 | 0.43% | 0.43% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of RAYE is 62, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Rayliant Quantamental Emerging Market Equity ETF (RAYE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Rayliant Quantamental Emerging Market Equity ETF granted a 1.41% dividend yield in the last twelve months. The annual payout for that period amounted to $0.37 per share.
| Period | TTM | 2023 | 2022 | 2021 |
|---|---|---|---|---|
| Dividend | $0.37 | $0.37 | $1.07 | $0.10 |
Dividend yield | 1.41% | 1.60% | 5.59% | 0.39% |
Monthly Dividends
The table displays the monthly dividend distributions for Rayliant Quantamental Emerging Market Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.37 | $0.37 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.07 | $1.07 |
| 2021 | $0.10 | $0.10 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Rayliant Quantamental Emerging Market Equity ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Rayliant Quantamental Emerging Market Equity ETF was 26.92%, occurring on Oct 31, 2022. Recovery took 328 trading sessions.
The current Rayliant Quantamental Emerging Market Equity ETF drawdown is 1.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.92% | Jan 13, 2022 | 201 | Oct 31, 2022 | 328 | Feb 22, 2024 | 529 |
| -10.03% | Jul 12, 2024 | 17 | Aug 5, 2024 | — | — | — |
| -5.15% | Apr 12, 2024 | 6 | Apr 19, 2024 | 18 | May 15, 2024 | 24 |
| -3.93% | May 22, 2024 | 9 | Jun 4, 2024 | 9 | Jun 17, 2024 | 18 |
| -1.88% | Dec 17, 2021 | 2 | Dec 20, 2021 | 3 | Dec 23, 2021 | 5 |
Volatility
Volatility Chart
The current Rayliant Quantamental Emerging Market Equity ETF volatility is 4.30%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.