Goldman Sachs ActiveBeta U.S. Small Cap Equity ETF
Ticker
GSSC
ISIN
IE00BJ5CNR1
Price
USD 72.91
Change Today
-1.12 / -1.51 %
Price 1 year ago
53.46 / 36.39 %
Morningstar
4
52 Week Low
55.50
52 Week High
75.96
200 Day Moving Average 65.31
65.31
50-day Moving Average
69.25
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.06 |
| Sortino Ratio | 0.55 |
| Maximum Drawdown | -5.3% |
| Maximum Drawdown Date | 2024-01-05 |
| Calmar Ratio | -10.03 |
1 year
| Parameter | Value |
|---|---|
| Return | 2.57 |
| Volatility | 7.422% |
| Alpha | +7.75 |
| Beta | None |
| R Squared | +92.25 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 12.046% |
| Average Annual Volatility | 23.493% |
| Sharpe Ratio | 0.51 |
| Sortino Ratio | 0.53 |
| Maximum Drawdown | -42.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.29 |
Company information
Summary
The investment seeks to provide investment results that closely correspond, before fees and expenses, to the performance of the Goldman Sachs ActiveBeta® U.S. Small Cap Equity Index. The fund seeks to achieve its investment objective by investing at least 80% of its assets in securities included in its index, in depositary receipts representing securities included in the index and in underlying stocks in respect of depositary receipts included in its index. The index is designed to deliver exposure to equity securities of small capitalization U.S. issuers.
Market
US
Category
Small Blend
Expense Ratio
0.20%
Fund family
Goldman Sachs
Morningstar
4
Yield
0.0124
Exchange
PCX
| Sector | Weight |
|---|---|
| Financial services | 18.39% |
| Industrials | 15.29% |
| Technology | 13.39% |
| Healthcare | 13.03% |
| Consumer cyclical | 9.89% |
| Realestate | 8.36% |
| Energy | 5.18% |
| Consumer defensive | 4.73% |
| Basic materials | 4.10% |
| Communication services | 3.03% |
| Utilities | 2.90% |
| Country | Ratio |
|---|---|
| United States | 98.35 |
| Brazil | 0.33 |
| China | 0.17 |
| Ireland | 0.14 |
| Germany | 0.13 |
| Canada | 0.13 |
| Taiwan | 0.08 |
| Chile | 0.07 |
| Hong Kong | 0.06 |
| Israel | 0.04 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| RTYU21 | E-mini Russell 2000 Index Future Sept 21 | 0.83% |
| CROX | Crocs Inc | 0.39% |
| LSCC | Lattice Semiconductor Corp | 0.36% |
| SYNA | Synaptics Inc | 0.35% |
| EXPI | eXp World Holdings Inc | 0.33% |
| STAA | Staar Surgical Co | 0.32% |
| AMC | AMC Entertainment Holdings Inc Class A | 0.27% |
| PRFT | Perficient Inc | 0.27% |
| EME | EMCOR Group Inc | 0.26% |
| WING | Wingstop Inc | 0.26% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| 0P0000S3A7.F | Goldman Sachs China Institutional Voting Acc EUR | IE00B3Q7BQ8 | FRA | 4 | |||
| EFEP.L | Invesco Goldman Sachs Equity Factor Index Emerging Markets UCITS ETF | IE00BD5KGK7 | LSE | 0.65% | 4 | -3.15 | -- |
| EFIM.L | Invesco Goldman Sachs Equity Factor Index Emerging Markets UCITS ETF | IE00BD5KGK7 | LSE | 0.65% | 4 | -- | -- |
| GSIE | Goldman Sachs ActiveBeta International Equity ETF | IE00BJ5CMD0 | PCX | 0.25% | 4 | +1.40 | |
| GSJY | Goldman Sachs ActiveBeta Japan Equity ETF | DE000SL0DHY | PCX | 0.25% | 4 | -1.45 | |
| GSMTX | Goldman Sachs Dynamic Municipal Income Fund Institutional Class | US38142V7468 | NAS | 5 | |||
| GSSC | Goldman Sachs ActiveBeta U.S. Small Cap Equity ETF | IE00BJ5CNR1 | PCX | 0.20% | 4 | +7.75 | |
| IE00B115SF11.IR | Goldman Sachs China Fund | IE00B115SF11 | YHD | 5 | -2.71 | +1.06 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.