PortfoliosLab logo

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

ETF · Currency in USD
ISIN
US3814303968
CUSIP
381430396
Issuer
Goldman Sachs
Inception Date
Jun 7, 2018
Region
North America (U.S.)
Category
Large Cap Growth Equities
Expense Ratio
0.20%
Index Tracked
JUST US Large Cap Diversified Index
ETF Home Page
www.gsam.com
Asset Class
Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

JUSTPrice Chart


Chart placeholderClick Calculate to get results

JUSTPerformance

The chart shows the growth of $10,000 invested in Goldman Sachs JUST U.S. Large Cap Equity ETF on Jun 14, 2018 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $17,598 for a total return of roughly 75.98%. All prices are adjusted for splits and dividends.


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

JUSTReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD-2.45%-2.17%
1M0.09%0.62%
6M5.65%6.95%
1Y22.28%22.39%
5Y17.04%15.54%
10Y17.04%15.54%

JUSTMonthly Returns Heatmap


Chart placeholderClick Calculate to get results

JUSTSharpe 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 JUST U.S. Large Cap Equity ETF Sharpe ratio is 1.85. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


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

JUSTDividends

Goldman Sachs JUST U.S. Large Cap Equity ETF granted a 1.09% dividend yield in the last twelve months, as of Jan 15, 2022. The annual payout for that period amounted to $0.73 per share.


PeriodTTM2021202020192018
Dividend$0.73$0.73$0.74$0.86$0.40

Dividend yield

1.09%1.07%1.38%1.92%1.16%

JUSTDrawdowns Chart

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


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

JUSTWorst Drawdowns

The table below shows the maximum drawdowns of the Goldman Sachs JUST 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 JUST U.S. Large Cap Equity ETF is 33.83%, recorded on Mar 23, 2020. It took 95 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.83%Feb 20, 202023Mar 23, 202095Aug 6, 2020118
-19.73%Sep 21, 201865Dec 24, 201881Apr 23, 2019146
-9.76%Sep 3, 202014Sep 23, 202037Nov 13, 202051
-6.62%May 1, 201923Jun 3, 201913Jun 20, 201936
-6.24%Jul 29, 201920Aug 23, 201944Oct 25, 201964
-5.35%Sep 3, 202121Oct 4, 202113Oct 21, 202134
-4.23%Nov 17, 202110Dec 1, 202110Dec 15, 202120
-3.82%May 10, 20213May 12, 202116Jun 4, 202119
-3.81%Feb 18, 202111Mar 4, 20215Mar 11, 202116
-3.58%Jan 22, 20216Jan 29, 20214Feb 4, 202110

JUSTVolatility Chart

Current Goldman Sachs JUST U.S. Large Cap Equity ETF volatility is 14.81%. 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.


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

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


Loading data...

More Tools for Goldman Sachs JUST U.S. Large Cap Equity ETF