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Goldman Sachs ActiveBeta Japan Equity ETF (GSJY)
NYSEArca - Nasdaq Real-time price. Currency in USD
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37.46
-0.19
(-0.50%)
At close: 03:59PM EDT
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
GSJY
Category average
5 years
GSJY
Category average
10 years
GSJY
Category average
Alpha
1.47
3.28
1.58
2.7
0
4.22
BETA
0.81
0.74
0.74
0.71
0
0.73
Mean annual return
0.28
0.44
0.58
0.66
0
0.69
R-squared
75.24
65.19
72.99
62.53
0
57.22
Standard deviation
15.37
14.97
15.26
15.85
0
14.53
Sharpe ratio
0.02
0.22
0.31
0.37
0
0.46
Treynor ratio
-1.08
6.38
5.03
7.88
0
8.61
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