GOLDMAN SACHS ACTIVEBETA(R) JAPAN EQUITY ETF
Free full Seasonality data:
GSJY vs SPY 1 Year Daily ReturnsGSJY has a beta of 0.76. In the past year, GSJY has been less volatile than the S&P500.
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GSJY Historical BetaSince 2024-08-16, the beta for GSJY changed by -0.11 and had an average of 0.84.
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GSJY Sharpe RatioGSJY has a 1 year sharpe of 0.24 which is -0.1 compared to the S&P500.
Display:
1y
Timeframe:
1y
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GSJY Daily P/L Normal DistributionGSJY has a P/L mean of 0.03% and a std dev of 1.4%. A daily 1σ move is between $NaN and $NaN.
Timeframe:
1y
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GSJY 1 Year DrawdownGSJY had a max drawdown of 15.26% in the previous year.
1y
GSJY Yearly Drawdown DurationGSJY has an average drawdown duration of 15.16 days every year.