Rayliant Quantamental Emerging Market ex-China Equity ETF (RAYE)
Seasonality Analysis
Rayliant Quantamental Emerging Market ex-China Equity ETF Annual Seasonality Statistics
Rayliant Quantamental Emerging Market ex-China Equity ETF Monthly Seasonality Performance
| Month | Avg Return | Win Rate | Strength |
|---|---|---|---|
| January | 1.27% | Moderate | |
| February | -0.96% | Weak | |
| March | -2.52% | Very Weak | |
| April | 1.20% | Moderate | |
| May | 2.34% | Strong | |
| June BEST | 3.13% | Very Strong | |
| July | 2.15% | Strong | |
| August | 1.17% | Weak | |
| September | -0.99% | Weak | |
| October | -1.79% | Very Weak | |
| November | 2.92% | Weak | |
| December WORST | -2.56% | Weak |
Rayliant Quantamental Emerging Market ex-China Equity ETF 2026 vs Historical Pattern
Rayliant Quantamental Emerging Market ex-China Equity ETF Interactive Seasonality Chart
Rayliant Quantamental Emerging Market ex-China Equity ETF Pattern Scanner
Rayliant Quantamental Emerging Market ex-China Equity ETF Seasonal Historical Performance
About Rayliant Quantamental Emerging Market ex-China Equity ETF (RAYE) Seasonality
Rayliant Quantamental Emerging Market ex-China Equity ETF (RAYE) has been analyzed using 5 years of historical data to identify seasonal patterns. Classified under ETFs, Rayliant Quantamental Emerging Market ex-China Equity ETF shows distinct seasonal tendencies based on historical data.
The strongest month for Rayliant Quantamental Emerging Market ex-China Equity ETF is historically June, with an average return of 3.13% and a win rate of 75%. Conversely, December tends to be the weakest month, averaging -2.56% return.
Looking at the full calendar year, Rayliant Quantamental Emerging Market ex-China Equity ETF has an average annual return of 5.36% with an overall monthly win rate of 53.8%. Out of 12 months, 7 typically show positive average returns.
The seasonal pattern for Rayliant Quantamental Emerging Market ex-China Equity ETF has a consistency score of 57.8 (Fair), based on 6 years of data. Higher consistency means the seasonal pattern has been more reliable across different market conditions.
Rayliant Quantamental Emerging Market ex-China Equity ETF Seasonality FAQ
What is the best month to buy Rayliant Quantamental Emerging Market ex-China Equity ETF (RAYE)?
Historically, June has been the best month for Rayliant Quantamental Emerging Market ex-China Equity ETF, with an average return of 3.13% and a win rate of 75%. However, past performance does not guarantee future results.
What is the worst month for Rayliant Quantamental Emerging Market ex-China Equity ETF (RAYE)?
Based on historical data, December has been the weakest month for Rayliant Quantamental Emerging Market ex-China Equity ETF, with an average return of -2.56%. This is a historical observation and does not guarantee future results.
How reliable is RAYE seasonality data?
The seasonality analysis for Rayliant Quantamental Emerging Market ex-China Equity ETF is based on 5 years of historical price data. While seasonal patterns can provide useful insights, they should be combined with other forms of analysis. Past patterns do not guarantee future performance.
How can I use Rayliant Quantamental Emerging Market ex-China Equity ETF seasonality in my trading?
Use Rayliant Quantamental Emerging Market ex-China Equity ETF (RAYE) seasonality as one factor in your analysis. Identify historically strong and weak months, combine with other research methods. SeasOptima provides premium tools including interactive charts, pattern scanning, and historical performance data for deeper analysis.