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PPLUS Trust Series GSC-2 GSC 2 CT FL RT (PYT)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN
US73941X6849
CUSIP
73941X684
Sector
Industry
IPO Date
Jul 27, 2004

Highlights

Year Range
$22.30 - $25.92

Share Price Chart


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Often compared with PYT:
PYT vs. HTGC

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in PPLUS Trust Series GSC-2 GSC 2 CT FL RT, 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

PPLUS Trust Series GSC-2 GSC 2 CT FL RT (PYT) has returned 2.59% so far this year and 9.57% over the past 12 months. Over the last ten years, PYT has returned 5.55% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


PPLUS Trust Series GSC-2 GSC 2 CT FL RT

1D
0.00%
1M
-0.10%
YTD
2.59%
6M
3.72%
1Y
9.57%
3Y*
7.95%
5Y*
3.58%
10Y*
5.55%

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 Jul 27, 2004, PYT's average daily return is +0.04%, while the average monthly return is +0.71%. At this rate, your investment would double in approximately 8.2 years.

Historically, 61% of months were positive and 39% were negative. The best month was May 2009 with a return of +22.6%, while the worst month was Mar 2020 at -17.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, PYT closed higher 35% of trading days. The best single day was Oct 14, 2008 with a return of +30.0%, while the worst single day was Feb 20, 2009 at -20.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.77%1.90%-0.10%2.59%
20250.90%1.61%-1.21%2.89%-1.73%1.10%0.13%3.69%-0.45%-0.53%3.51%-1.81%8.17%
20240.99%1.15%-0.31%0.62%2.19%-0.35%0.26%4.22%-0.26%-1.50%1.65%-0.56%8.29%
20232.88%2.47%0.37%3.92%-1.77%-3.61%1.87%3.04%-2.27%-1.58%4.44%0.90%10.77%
2022-1.61%0.79%-9.39%5.77%-5.55%-4.37%2.95%0.55%-2.87%-0.29%-0.00%-0.24%-14.14%
20212.50%-0.41%-1.45%1.05%0.00%0.62%0.50%0.91%0.42%1.43%-1.01%1.63%6.30%

Benchmark Metrics

PPLUS Trust Series GSC-2 GSC 2 CT FL RT has an annualized alpha of 8.99%, beta of 0.21, and R² of 0.02 versus S&P 500 Index. Calculated based on daily prices since July 28, 2004.

  • This stock participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (46.40%) than losses (36.98%) — typical of diversified or defensive assets.
  • Beta of 0.21 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
8.99%
Beta
0.21
0.02
Upside Capture
46.40%
Downside Capture
36.98%

Return for Risk

Risk / Return Rank

PYT ranks 65 for risk / return — better than 65% 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.


PYT Risk / Return Rank: 6565
Overall Rank
PYT Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
PYT Sortino Ratio Rank: 5454
Sortino Ratio Rank
PYT Omega Ratio Rank: 6363
Omega Ratio Rank
PYT Calmar Ratio Rank: 7373
Calmar Ratio Rank
PYT Martin Ratio Rank: 7272
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 PPLUS Trust Series GSC-2 GSC 2 CT FL RT (PYT) and compare them to a chosen benchmark (S&P 500 Index).


PYTBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.63

0.90

-0.26

Sortino ratio

Return per unit of downside risk

0.98

1.39

-0.41

Omega ratio

Gain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratio

Return relative to maximum drawdown

1.72

1.40

+0.32

Martin ratio

Return relative to average drawdown

4.13

6.61

-2.48

Explore PYT risk-adjusted metrics in detail

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

Dividends

Dividend History

PPLUS Trust Series GSC-2 GSC 2 CT FL RT provided a 5.66% dividend yield over the last twelve months, with an annual payout of $1.34 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$1.20$1.4020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.34$1.39$1.21$0.74$0.57$0.19$0.57$0.85$0.78$0.76$0.76$0.76

Dividend yield

5.66%5.97%5.28%3.31%2.73%0.76%2.41%3.66%4.03%3.63%3.88%3.86%

Monthly Dividends

The table displays the monthly dividend distributions for PPLUS Trust Series GSC-2 GSC 2 CT FL RT. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.32$0.00$0.32
2025$0.00$0.37$0.00$0.00$0.32$0.00$0.00$0.35$0.00$0.00$0.35$0.00$1.39
2024$0.00$0.00$0.00$0.00$0.40$0.00$0.00$0.41$0.00$0.00$0.40$0.00$1.21
2023$0.00$0.35$0.00$0.00$0.00$0.00$0.00$0.39$0.00$0.00$0.00$0.00$0.74
2022$0.00$0.19$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.00$0.00$0.00$0.57
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.00$0.00$0.00$0.00$0.19

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 PPLUS Trust Series GSC-2 GSC 2 CT FL RT. 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 PPLUS Trust Series GSC-2 GSC 2 CT FL RT was 62.22%, occurring on Nov 21, 2008. Recovery took 262 trading sessions.

The current PPLUS Trust Series GSC-2 GSC 2 CT FL RT drawdown is 1.09%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-62.22%Jun 25, 2007359Nov 21, 2008262Dec 8, 2009621
-29.1%Mar 5, 202013Mar 23, 2020102Aug 17, 2020115
-24.6%May 28, 2013145Dec 19, 2013110May 30, 2014255
-19.99%Jan 13, 2010103Jun 10, 201071Sep 21, 2010174
-18.81%Jul 28, 201148Oct 4, 2011119Mar 26, 2012167

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 PPLUS Trust Series GSC-2 GSC 2 CT FL RT 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 PPLUS Trust Series GSC-2 GSC 2 CT FL RT 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