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STRATS Trust for Goldman Sachs Group Securities, S...
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN
US86311R3012
CUSIP
86311R301
Sector
Industry
IPO Date
Apr 28, 2006

Highlights

Year Range
$22.26 - $24.68

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in STRATS Trust for Goldman Sachs Group Securities, Series 2006-2, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

STRATS Trust for Goldman Sachs Group Securities, Series 2006-2 (GJS) has returned 1.57% so far this year and 8.19% over the past 12 months. Over the last ten years, GJS has returned 6.42% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


STRATS Trust for Goldman Sachs Group Securities, Series 2006-2

1D
-0.72%
1M
0.97%
YTD
1.57%
6M
3.69%
1Y
8.19%
3Y*
9.01%
5Y*
6.80%
10Y*
6.42%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 28, 2006, GJS's average daily return is +0.04%, while the average monthly return is +0.64%. At this rate, your investment would double in approximately 9.1 years.

Historically, 63% of months were positive and 37% were negative. The best month was Jul 2008 with a return of +25.6%, while the worst month was Dec 2008 at -23.3%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.

On a daily basis, GJS closed higher 35% of trading days. The best single day was Dec 31, 2008 with a return of +46.7%, while the worst single day was Nov 3, 2008 at -19.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.20%0.40%0.97%1.57%
20250.62%2.29%-1.09%-1.68%2.06%0.14%2.30%0.39%1.11%1.03%0.70%0.35%8.45%
20241.24%1.86%1.24%1.00%-1.65%1.25%0.24%2.65%1.11%-0.02%0.88%-1.03%9.05%
20231.10%2.64%-1.20%0.56%2.10%0.49%3.68%-1.36%-0.42%2.04%-1.39%1.99%10.56%
2022-0.87%0.56%1.59%-0.63%1.12%-1.67%-0.45%0.06%0.63%0.69%0.02%-0.16%0.84%
20210.45%1.77%-2.25%0.44%0.46%1.28%-0.95%0.29%3.08%-1.08%0.62%-0.37%3.70%

Benchmark Metrics

STRATS Trust for Goldman Sachs Group Securities, Series 2006-2 has an annualized alpha of 8.58%, beta of 0.18, and R² of 0.02 versus S&P 500 Index. Calculated based on daily prices since May 01, 2006.

  • This stock participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (33.92%) than losses (23.72%) — typical of diversified or defensive assets.
  • Beta of 0.18 may look defensive, but with R² of 0.02 this stock is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
  • R² of 0.02 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
8.58%
Beta
0.18
0.02
Upside Capture
33.92%
Downside Capture
23.72%

Return for Risk

Risk / Return Rank

GJS ranks 75 for risk / return — better than 75% of stocks on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


GJS Risk / Return Rank: 7575
Overall Rank
GJS Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
GJS Sortino Ratio Rank: 6464
Sortino Ratio Rank
GJS Omega Ratio Rank: 6868
Omega Ratio Rank
GJS Calmar Ratio Rank: 8686
Calmar Ratio Rank
GJS Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for STRATS Trust for Goldman Sachs Group Securities, Series 2006-2 (GJS) and compare them to a chosen benchmark (S&P 500 Index).


GJSBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.87

0.90

-0.03

Sortino ratio

Return per unit of downside risk

1.36

1.39

-0.03

Omega ratio

Gain probability vs. loss probability

1.21

1.21

0.00

Calmar ratio

Return relative to maximum drawdown

3.21

1.40

+1.81

Martin ratio

Return relative to average drawdown

9.15

6.61

+2.55

Explore GJS risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

STRATS Trust for Goldman Sachs Group Securities, Series 2006-2 provided a 4.94% dividend yield over the last twelve months, with an annual payout of $1.16 per share. The company has been increasing its dividends for 4 consecutive years.


1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.16$1.28$1.26$1.16$0.65$0.24$0.31$0.70$0.70$0.45$0.31$0.24

Dividend yield

4.94%5.52%5.54%5.25%3.09%1.10%1.50%3.33%3.52%2.21%1.67%1.27%

Monthly Dividends

The table displays the monthly dividend distributions for STRATS Trust for Goldman Sachs Group Securities, Series 2006-2. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.10$0.01$0.10$0.20
2025$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.10$0.10$0.10$1.28
2024$0.13$0.13$0.11$0.00$0.13$0.13$0.13$0.13$0.13$0.12$0.00$0.11$1.26
2023$0.00$0.00$0.12$0.12$0.00$0.13$0.13$0.13$0.13$0.13$0.13$0.13$1.16
2022$0.02$0.02$0.03$0.03$0.04$0.04$0.05$0.06$0.07$0.08$0.09$0.11$0.65
2021$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.24

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the STRATS Trust for Goldman Sachs Group Securities, Series 2006-2. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the STRATS Trust for Goldman Sachs Group Securities, Series 2006-2 was 70.69%, occurring on Dec 30, 2008. Recovery took 530 trading sessions.

The current STRATS Trust for Goldman Sachs Group Securities, Series 2006-2 drawdown is 2.34%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-70.69%Aug 5, 2008103Dec 30, 2008530Feb 7, 2011633
-35.06%May 11, 2007214Mar 17, 200895Jul 31, 2008309
-21.02%May 2, 2011167Dec 27, 2011247Dec 20, 2012414
-16.92%Feb 27, 202054May 13, 2020197Feb 24, 2021251
-13.72%Jun 10, 2013134Dec 17, 201374Apr 4, 2014208

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

The chart below illustrates the trends in the financial health of STRATS Trust for Goldman Sachs Group Securities, Series 2006-2 over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how STRATS Trust for Goldman Sachs Group Securities, Series 2006-2 is priced in the market compared to other companies in the undefined industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items