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Goldman Sachs ActiveBeta Emerging Markets Equity ETF (GEM)

46.97 +0.39 (+0.84%)
As of 2:30:32 PM EST. Market Open.
Trade GEM on Coinbase

ETF Summary

The fund seeks to achieve its investment objective by investing at least 80% of its assets in securities included in its underlying index, in depositary receipts representing securities included in its underlying index and in underlying stocks in respect of depositary receipts included in its underlying index. The index is designed to deliver exposure to equity securities of emerging market issuers.

Risk Overview

Performance & Risk

YTD Return 11.92%
5y Average Return 6.99%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.10
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
GEM Category Average GEM Category Average GEM Category Average
Alpha
1.12 2.42 -0.32 -1.88 -0.37 0.08
BETA
1.1 0.98 1.02 0.97 1 1
Mean Annual Return
1.86 1.61 0.84 0.6 0.8 0.83
R-squared
78.25 75.96 82.22 76.18 82.53 76.2
Standard Deviation
16.47 -- 17.33 -- 16.52 --
Sharpe Ratio
1.08 0.91 0.36 0.22 0.43 0.44
Treynor Ratio
16.85 15.02 4.94 2.43 6.04 6.37

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