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Goldman Sachs ActiveBeta Japan Equity ETF (GSJY)

38.17 -0.61 (-1.57%)
At close: October 21 at 3:59 PM EDT

ETF Summary

The index is designed to deliver exposure to equity securities of Japanese issuers. The fund seeks to achieve its investment objective by investing at least 80% of its assets (exclusive of collateral held from securities lending) in securities included in its underlying index, in depositary receipts representing securities included in its underlying index and in underlying stocks in respect of depositary receipts included in its underlying index.

Risk Overview

Performance & Risk

YTD Return 9.36%
5y Average Return 5.32%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.83
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
GSJYCategory AverageGSJYCategory AverageGSJYCategory Average
Alpha -1.31 0.79 0.37 2.07 0 3.16
BETA 0.83 0.76 0.75 0.7 0 0.73
Mean Annual Return 0.32 0.48 0.63 0.75 0 0.68
R-squared 76.27 65.78 71.28 59.93 0 57.13
Standard Deviation 15.52 15.29 15.22 15.62 0 14.51
Sharpe Ratio 0 0.18 0.34 0.43 0 0.44
Treynor Ratio -1.51 5.33 5.54 9.56 0 8.04

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