NYSEArca - Delayed Quote USD

Goldman Sachs ActiveBeta U.S. Small Cap Equity ETF (GSSC)

70.32 -0.41 (-0.58%)
At close: October 18 at 3:59 PM EDT

ETF Summary

The fund seeks to achieve its investment objective by investing at least 80% of its assets in securities included in its index, in depositary receipts representing securities included in the index and in underlying stocks in respect of depositary receipts included in its index. The index is designed to deliver exposure to equity securities of small capitalization U.S. issuers.

Risk Overview

Performance & Risk

YTD Return 12.35%
5y Average Return 11.08%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.04
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
GSSCCategory AverageGSSCCategory AverageGSSCCategory Average
Alpha -6.36 -6.47 -4.82 -5.57 0 -4.76
BETA 1.04 1.01 1.1 1.11 0 1.1
Mean Annual Return 0.56 0.54 1.09 1.04 0 0.86
R-squared 69.81 70.39 73.63 73.83 0 72.34
Standard Deviation 21.65 21.09 23.12 23.21 0 19.79
Sharpe Ratio 0.14 0.13 0.46 0.43 0 0.43
Treynor Ratio 0.71 0.54 7.72 7.01 0 6.24

Related Tickers