RAYE

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

RAYE Fund Description

RAYE is an actively managed portfolio of emerging market equities that are selected and weighted using a combination of quantitative and fundamental, “quantamental”, proprietary research.

RAYE Factset Analytics Insight

RAYE uses a systematic approach that combines fundamental data and quantitative models to identify opportunities in the emerging markets space. The fund primarily invests in common stocks and depositary receipts including China A-Shares through the Shanghai-Hong Kong Stock Connect programs. While the fund may invest in any market capitalization, it seeks to focus on large- and midcap securities. Weighting of securities is based on model assessments of risk-adjusted returns. However, the fund adviser has the flexibility to adjust holdings and weightings based on their own analysis, which include certain ESG (environmental, social, and governance) criteria. Due to the fund’s strategy, it may frequently buy and sell securities.

PERFORMANCE [as of 08/03/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
RAYE 3.31% -2.99% -15.62% -- -- -- --
RAYE (NAV) 2.81% -4.07% -16.36% -- -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI Emerging Markets Investable Market Index 0.21% -6.97% -18.46% -21.34% 2.44% 1.12% 2.96%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

RAYE Summary Data

Rayliant
12/16/21
Open-Ended Fund
0.80%
$21.35M
$58.33K
0.29%

RAYE Portfolio Data

$41.76B
7.29
1.48
--
N/A
84

RAYE Index Data

No Underlying Index
Proprietary
Proprietary
MSCI Emerging Markets Investable Market Index

RAYE Portfolio Management

0.80%
--
--
--

RAYE Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

RAYE Fund Structure

Open-Ended Fund
No
--
-- / --
N/A
N/A
High
Daily

RAYE Factset Analytics Block Liquidity

As of 08/04/22
5
4
3
2
1

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

RAYE Tradability

2,788
$58.33K
71
0
0.29%
$0.06
-0.07%
3.30% / -2.07%
None
21.00%
--
--
--
--
0
$21.22
N/A

RAYE Sector/Industry Breakdown


RAYE
Segment Benchmark
17.61%
--
16.63%
--
7.49%
--
7.21%
--
6.63%
--
6.39%
--
6.27%
--
5.83%
--
5.03%
--
4.66%
--

RAYE Top 10 Holdings[View All]

4.56%
4.53%
4.40%
4.12%
3.67%
3.50%
3.22%
3.00%
2.72%
2.61%
36.32%

RAYE Countries


RAYE
Segment Benchmark
35.23%
23.84%
13.40%
16.43%
10.76%
13.78%
8.65%
13.13%
6.84%
1.22%
6.81%
4.15%
3.39%
2.20%
3.22%
2.15%
2.29%
5.67%
2.26%
2.00%

RAYE Regions


RAYE
Segment Benchmark
81.40%
78.02%
8.97%
11.16%
5.70%
8.66%
3.93%
1.73%
--
0.44%

RAYE Economic Development


RAYE
Segment Benchmark
58.26%
54.35%
41.74%
45.65%

RAYE Performance Statistics

0.84
0.81
0.81
0.89
0.52%
MSCI Emerging Markets Investable Market Index

RAYE Benchmark Comparison Holdings

84
3150
78
9.08%

RAYE Benchmark Comparison Summary


RAYE
Segment Benchmark
84
3150
$41.76B
$101.44B
7.29
12.73
1.48
1.65
4.37%
2.70%
Medium
Low

RAYE Benchmark Comparison Market Cap Size


RAYE
Segment Benchmark
29.58%
61.83%
63.83%
25.85%
6.59%
11.06%
0.00%
1.25%

Options Strategies for Outcome Investing

A collar strategy is a protective option strategy constructed by writing a call and buying a put with the same expiration date while being long the underlying security.