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ISIN
US75526D1019
Issuer
Rayliant
Inception Date
Apr 3, 2024
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$25M

Share Price Chart


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Performance

RAYJ Performance Chart

Rayliant SMDAM Japan Equity ETF (RAYJ) is up 32.3% since the beginning of the year. RAYJ is currently trading at $42 per share.


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S&P 500 Index

Returns By Period

Rayliant SMDAM Japan Equity ETF (RAYJ) has returned 32.28% so far this year and 44.44% over the past 12 months.


Rayliant SMDAM Japan Equity ETF

1D
2.06%
1M
8.38%
YTD
32.28%
6M
30.75%
1Y
44.44%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RAYJ Monthly Returns History

Based on dividend-adjusted daily data since Apr 4, 2024, RAYJ's average daily return is +0.11%, while the average monthly return is +2.27%. At this rate, an investment would double in approximately 2.6 years.

Historically, 74% of months were positive and 26% were negative. The best month was Apr 2026 with a return of +15.3%, while the worst month was Mar 2026 at -14.0%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 1 months.

On a daily basis, RAYJ closed higher 56% of trading days. The best single day was Apr 8, 2026 with a return of +6.7%, while the worst single day was Apr 4, 2025 at -6.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.35%11.75%-14.00%15.30%5.51%5.39%32.28%
20250.40%-2.65%0.61%2.45%9.18%5.25%-0.56%3.90%-0.23%4.29%2.44%-5.74%20.16%
2024-4.03%2.88%0.40%3.76%4.51%3.62%-6.24%5.55%0.26%10.53%

Benchmark Metrics

Rayliant SMDAM Japan Equity ETF has an annualized alpha of 15.04%, beta of 0.80, and R2 of 0.32 versus S&P 500 Index. Calculated based on daily prices since April 04, 2024.

  • This ETF captured 126.59% of S&P 500 Index gains but only 67.45% of its losses - a favorable profile for investors.
  • R2 of 0.32 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
15.04%
Beta
0.80
0.32
Upside Capture
126.59%
Downside Capture
67.45%

Expense Ratio

RAYJ has an expense ratio of 0.72%, placing it in the medium range.


Return for Risk

Risk / Return Rank

RAYJ ranks 58 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


RAYJ Risk / Return Rank: 5858
Overall Rank
RAYJ Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
RAYJ Sortino Ratio Rank: 5757
Sortino Ratio Rank
RAYJ Omega Ratio Rank: 5252
Omega Ratio Rank
RAYJ Calmar Ratio Rank: 6666
Calmar Ratio Rank
RAYJ Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Rayliant SMDAM Japan Equity ETF (RAYJ) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RAYJBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.32

1.37

-0.05

Calmar ratioReturn relative to maximum drawdown

3.19

2.78

+0.40

Martin ratioReturn relative to average drawdown

10.06

12.44

-2.38

Dividends

Dividend History

Rayliant SMDAM Japan Equity ETF provided a 4.26% dividend yield over the last twelve months, with an annual payout of $1.78 per share.


0.80%1.00%1.20%1.40%1.60%1.80%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$1.78$0.56$0.21

Dividend yield

4.26%1.72%0.78%

Monthly Dividends

The table displays the monthly dividend distributions for Rayliant SMDAM Japan Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$1.22$1.22
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.56$0.56
2024$0.21$0.21

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Rayliant SMDAM Japan 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 SMDAM Japan Equity ETF was 15.96%, occurring on Apr 7, 2025. Recovery took 24 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-15.96%Apr 2025
4mo 2d1mo 5d
5mo 7dDec 2024 - May 2025
2026 correction2026
-14.00%Mar 2026
29d1mo 6d
2mo 5dMar 2026 - May 2026
2024 correction2024
-13.41%Aug 2024
18d14d
1mo 2dJul 2024 - Aug 2024
2024 correction2024
-10.72%Oct 2024
26d1mo 11d
2mo 7dSep 2024 - Dec 2024
2026 pullback2026
-8.48%Jun 2026
27d7d
1mo 4dMay 2026 - Jun 2026

Drawdown Indicators


RAYJBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-15.96%

-56.78%

+40.82%

Max Drawdown (1Y)

Largest decline over 1 year

-14.00%

-9.10%

-4.90%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-3.52%

-10.71%

+7.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.43%

2.03%

+2.40%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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Add Rayliant SMDAM Japan Equity ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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