NYSEArca - Delayed Quote USD

Goldman Sachs JUST U.S. Large Cap Equity ETF (JUST)

83.36 -0.23 (-0.28%)
At close: October 21 at 3:41 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 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. The index is designed to deliver exposure to equity securities of large capitalization U.S. issuers that engage in "just business behavior" based on rankings produced by the index provider.

Risk Overview

Performance & Risk

YTD Return 23.72%
5y Average Return 15.76%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.99
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
JUSTCategory AverageJUSTCategory AverageJUSTCategory Average
Alpha -0.74 -1.25 -0.32 -1.16 0 -1.2
BETA 0.99 0.95 1 0.98 0 0.99
Mean Annual Return 1 0.93 1.35 1.26 0 1.04
R-squared 99.62 93.52 99.71 94.73 0 94.81
Standard Deviation 17.38 17.26 18 18.13 0 15.45
Sharpe Ratio 0.47 0.43 0.76 0.7 0 0.7
Treynor Ratio 7.22 6.56 13.13 12.09 0 10.26

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