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Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF

GSLC
ETF · Currency in USD
ISIN
US3814305039
CUSIP
381430503
Issuer
Goldman Sachs
Inception Date
Sep 17, 2015
Region
North America (U.S.)
Category
Large Cap Growth Equities
Expense Ratio
0.09%
Index Tracked
Goldman Sachs ActiveBeta U.S. Large Cap Equity Index
ETF Home Page
www.gsam.com
Asset Class
Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

GSLCPrice Chart


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S&P 500

GSLCPerformance

The chart shows the growth of $10,000 invested in Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF on Sep 22, 2015 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $24,074 for a total return of roughly 140.74%. All prices are adjusted for splits and dividends.


GSLC (Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF)
Benchmark (S&P 500)

GSLCReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M4.57%
6M14.49%
YTD17.82%
1Y35.42%
5Y16.92%
10Y16.25%

GSLCMonthly Returns Heatmap


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GSLCSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF Sharpe ratio is 2.47. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


GSLC (Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF)
Benchmark (S&P 500)

GSLCDividends

Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF granted a 1.03% dividend yield in the last twelve months, as of Jul 25, 2021. The annual payout for that period amounted to $0.92 per share.


PeriodTTM202020192018201720162015
Dividend$0.92$0.77$1.00$0.95$0.90$0.58$0.15

Dividend yield

1.03%1.02%1.54%1.89%1.69%1.30%0.36%

GSLCDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


GSLC (Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF)
Benchmark (S&P 500)

GSLCWorst Drawdowns

The table below shows the maximum drawdowns of the Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF is 33.69%, recorded on Mar 23, 2020. It took 99 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.69%Feb 20, 202023Mar 23, 202099Aug 12, 2020122
-19.58%Sep 24, 201864Dec 24, 201881Apr 23, 2019145
-11.95%Dec 2, 201549Feb 11, 201645Apr 18, 201694
-9.57%Jan 29, 20189Feb 8, 2018115Jul 25, 2018124
-9.18%Sep 3, 202014Sep 23, 202037Nov 13, 202051
-6.61%May 1, 201923Jun 3, 201913Jun 20, 201936
-6.07%Feb 16, 202113Mar 4, 202120Apr 1, 202133
-5.94%Jul 29, 201913Aug 14, 201947Oct 21, 201960
-5.22%Aug 16, 201658Nov 4, 201612Nov 22, 201670
-4.89%Jun 9, 201613Jun 27, 20168Jul 8, 201621

GSLCVolatility Chart

Current Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF volatility is 13.19%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


GSLC (Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF)
Benchmark (S&P 500)

Portfolios with Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF


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