RAYC

Rayliant Quantamental China Equity ETF
*Unless otherwise stated, data provided by FactSet.

RAYC Fund Description

RAYC is an actively managed portfolio of Chinese stocks selected and weighted based on a combination of quantitative and fundamental, “quantamental”, proprietary research.

RAYC Factset Analytics Insight

RAYC uses a systematic approach that combines fundamental data and quantitative models to identify opportunities in perceived mispricing of Chinese stocks stemming from aspects such as accounting, regulations, market structure, state ownership, and investor behavior. Geographic exposure includes the People’s Republic of China as well as its special administrative regions, such as Hong Kong. RAYC’s investments are primarily common stock, China A-Shares through the Shanghai-Hong Kong Stock Connect programs, preferred stock, ADRs, and REITs. The fund may also hold other ETFs, futures contracts and swaps to leverage or hedge exposure. Weighting of securities is based on model assessments of risk-adjusted returns. However, the fund’s advisor has the flexibility to adjust holdings and weightings based on their own analysis.

RAYC MSCI ESG Analytics Insight

Rayliant Quantamental China Equity ETF has an MSCI ESG Fund Rating of B based on a score of 2.42 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Rayliant Quantamental China Equity ETF ranks in the 4th percentile within its peer group and in the 13th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

RAYC MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 10/18/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
RAYC -5.13% -6.35% -2.85% -- -- -- --
RAYC (NAV) -1.30% -6.35% -1.42% -- -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI China All Shares IMI Index - Benchmark TR -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

RAYC Summary Data

Rayliant
12/31/20
Open-Ended Fund
0.80%
$40.62M
$140.00K
0.18%

RAYC Portfolio Data

$54.72B
14.53
2.17
--
N/A
112

RAYC Index Data

No Underlying Index
Proprietary
Proprietary
MSCI China All Shares IMI Index - Benchmark TR

RAYC Portfolio Management

0.80%
--
--
--

RAYC Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

RAYC Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Daily

RAYC Factset Analytics Block Liquidity

As of 10/19/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of RAYC. RAYC is rated a N/A out of 5.

RAYC Tradability

5,520
$140.00K
3,881
$101.67K
0.18%
$0.04
0.30%
2.88% / -2.56%
None
0.00%
--
--
--
--
0
$25.06
N/A

RAYC Sector/Industry Breakdown


RAYC
Segment Benchmark
20.18%
--
15.58%
--
15.09%
--
12.70%
--
12.62%
--
11.63%
--
7.91%
--
3.37%
--

RAYC Top 10 Holdings[View All]

5.86%
3.74%
3.61%
2.83%
2.62%
2.24%
2.24%
2.21%
2.15%
1.97%
29.47%

RAYC Countries


RAYC
Segment Benchmark
69.25%
--
30.75%
--

RAYC Regions


RAYC
Segment Benchmark
100.00%
--

RAYC Economic Development


RAYC
Segment Benchmark
69.25%
--
30.75%
--

RAYC Performance Statistics

--
--
--
--
0.00%
MSCI China All Shares IMI Index - Benchmark TR

RAYC MSCI ESG Ratings

2.42 / 10
13.16
3.76
11.22%
--
88.98

RAYC Benchmark Comparison Holdings

112
--
--
0.00%

RAYC Benchmark Comparison Summary


RAYC
Segment Benchmark
112
--
$54.72B
--
14.53
--
2.17
--
1.85%
--
Low
High

RAYC Benchmark Comparison Market Cap Size


RAYC
Segment Benchmark
65.05%
--
25.15%
--
9.80%
--
0.00%
--