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Goldman Sachs MarketBeta US Equity ETF (GSUS)

Cboe US - Cboe US Delayed price. Currency in USD
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72.25-0.51 (-0.70%)
At close: 04:00PM EDT

Risk statistics

3 yearsGSUSCategory average
5 yearsGSUSCategory average
10 yearsGSUSCategory average
Alpha
-0.63-1.27
0-1.02
0-1.16
BETA
10.96
00.98
00.99
Mean annual return
0.730.65
01.07
00.97
R-squared
99.893.97
095.24
095.13
Standard deviation
17.7717.4
018.57
015.48
Sharpe ratio
0.320.27
00.58
00.66
Treynor ratio
4.263.46
09.77
09.57