RAFI Long/Short ETF (RALS)

Description

The investment seeks to track the performance of the FTSE RAFI US 1000 Long Short Index. The RALS ETF contains 237 constituents. It is focused on blend holdings in the region.

Price $33.18 as of 2022-05-24

Cost/Risk/Yield

Dividend yield
Expense ratio0.95%
Average spread0.271%
1Y roundtrip cost1.221%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20224.1%1.3%-1.0%3.1%-0.2%7.4%
20213.8%0.7%3.6%-2.0%2.0%-3.0%-1.9%-0.8%1.5%-1.8%-1.2%1.3%2.3%
2020-2.0%-1.6%-3.0%-0.1%-2.1%-1.1%-1.9%-2.2%0.2%1.1%2.2%-0.3%-10.7%
2019-0.2%-0.4%-0.8%-0.4%-0.9%0.7%-0.2%-1.0%1.9%-0.4%-0.6%0.5%-1.8%
2018-1.3%-1.3%0.9%0.5%-1.2%0.2%0.7%-1.9%0.4%1.2%-0.5%-0.5%-2.9%
2017-1.9%0.0%-0.9%-1.1%-1.3%0.2%-0.1%-1.1%1.1%-0.7%0.1%0.9%-4.7%
2016-0.6%1.3%0.3%0.9%-0.8%0.3%-1.0%0.3%0.3%-0.2%2.9%0.7%4.6%
2015-2.8%-0.5%-0.3%1.5%-0.6%-0.5%-3.6%1.2%-0.3%-0.9%0.5%0.1%-6.3%
2014-1.6%-1.0%3.6%1.6%-1.7%-0.7%1.3%-0.5%-1.3%-0.9%0.3%1.2%0.4%
20132.3%1.3%2.3%-0.6%2.8%-0.1%1.8%-1.0%-1.3%1.1%2.4%-0.4%10.6%
2012-1.2%0.8%-1.2%-3.1%-1.3%1.8%-1.8%0.9%1.8%4.2%0.3%1.3%2.6%
20111.4%0.3%0.1%-0.9%-1.1%-1.1%-3.8%-2.0%-0.4%0.1%-1.1%1.7%-6.9%
0.2%0.8%3.7%-0.6%-6.3%-3.4%-10.5%-8.1%4.0%2.9%5.2%6.6%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20210.110.070.070.26
20200.140.140.100.110.49
20190.130.150.200.170.66
20180.120.120.210.220.67
20170.090.140.180.150.56
20160.290.080.130.170.67
20150.140.100.180.210.62
20140.100.120.130.190.54
20130.070.240.070.120.50
20120.110.090.100.160.46
20110.050.060.100.130.34
0.000.001.330.000.001.310.000.001.480.000.001.64

Sectors and Top Holdings

Security % Assets
Top 0 Weights0.00%

Compare with similar ETFs

RALS IMLP MLPB PFIX SNLN USOI
Product nameRAFI Long/Short ETFiPath S&P MLP ETNETRACS Alerian MLP Infrastructure Index ETN Series B ETFSimplify Interest Rate Hedge ETFHighland/iBoxx Senior Loan ETFCredit Suisse X-Links Crude Oil Shares Covered Call ETN
IssuerProSharesiPathETRACSSimplifyHighlandCredit Suisse
Price$33.1848$15.56$18.4126$81.22$14.69$85.28
Expense Ratio0.95%better0.8%better0.85%better0.5%better0.66%better0.85%
Average Spread0.271%0.257%0.163%0.135%0.408%0.012%
AUM$5,250,430$14,852,200$224,368,000$246,800,000$35,325,700$2,390,260,000
Shares158,218954,51212,185,5923,038,6602,404,74728,028,419
Average Daily Volume7,40319024,391263,67712,560154,125
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2010-12-092013-01-042015-10-082021-05-102012-11-082017-04-25
Index TrackedFTSE RAFI US 1000 Long Short IndexS&P MLPAlerian MLP InfrastructureNo Underlying IndexMarkit iBoxx USD Liquid Leveraged Loan IndexCredit Suisse NASDAQ WTI Crude Oil FLOWS 106 Index
CategoryLong-ShortMLPsMLPsHedge FundHigh Yield BondsCommodities
Asset ClassAlternativesEquityEquityAlternativesBondMulti-Asset
Asset Class Size
Value or GrowthBlendBlendBlend
Region
CountriesU.S.U.S.U.S.U.S.BroadBroad
Annual Dividend Rate$0$0.997$1.125$0.055$0.581$36.847
Annual Dividend Yield0.000%0.064%0.061%0.001%0.040%0.432%
Number of Holdings2370077
YTD Return7.48%31.42%27.80%116.58%-4.65%13.04%
Beta-0.34-1.26-1.23-1.66-0.24-1.44
Upside Beta-0.07-0.16-0.891.28-0.04-1.25
Downside Beta0.180.750.022.310.08-1.02
Volatility 1Y6.49%30.29%28.06%44.26%4.99%30.91%
Sharpe Ratio 3Y-0.740.370.260.00-0.84-0.57
Treynor Ratio 3Y0.01-0.01-0.010.000.020.01

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew