Summary
GSLC
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 15.21% Volatility 18.09% Sharpe 0.59
Official loaded data — not a live quote.

GOLDMAN SACHS ACTIVEBETA(R) U.S. LARGE CAP EQUITY ETF

Symbol: GSLC

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 17/09/2015

Latest date: 15/10/2026

Current price: $147.40

Expense ratio: 0.09%

Assets under management
$15.1B
0.82% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

2.28%

Ann. -40.07% (Sharpe / Sortino numerator)

Volatility

17.96%

Sharpe ratio

-2.432

VaR 95%

-1.67%

CVaR 95%: -1.72%
Max drawdown: -7.64%
Sortino ratio: -4.533
Calmar ratio: -5.24

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

2.98%

Ann. -17.75% (Sharpe / Sortino numerator)

Volatility

14.45%

Sharpe ratio

-1.480

VaR 95%

-1.67%

CVaR 95%: -1.80%
Max drawdown: -9.74%
Sortino ratio: -2.256
Calmar ratio: -1.82

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

10.37%

Ann. -6.11% (Sharpe / Sortino numerator)

Volatility

13.36%

Sharpe ratio

-0.729

VaR 95%

-1.54%

CVaR 95%: -1.86%
Max drawdown: -9.74%
Sortino ratio: -1.028
Calmar ratio: -0.63

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

15.21%

Ann. 14.36% (Sharpe / Sortino numerator)

Volatility

18.09%

Sharpe ratio

0.593

VaR 95%

-1.59%

CVaR 95%: -2.61%
Max drawdown: -9.74%
Sortino ratio: 0.737
Calmar ratio: 1.47

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

31.20%

Ann. 11.98% (Sharpe / Sortino numerator)

Volatility

16.10%

Sharpe ratio

0.519

VaR 95%

-1.57%

CVaR 95%: -2.35%
Max drawdown: -18.66%
Sortino ratio: 0.659
Calmar ratio: 0.64

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

77.27%

Ann. 17.23% (Sharpe / Sortino numerator)

Volatility

14.66%

Sharpe ratio

0.928

VaR 95%

-1.44%

CVaR 95%: -2.09%
Max drawdown: -18.66%
Sortino ratio: 1.225
Calmar ratio: 0.92

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.059%

Best day

2.878%

31/03/2026
Worst day

-2.446%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $146.20 $147.54 $146.11 $147.40 141,600
14/10/2026 $147.40 $147.89 $146.26 $146.80 148,000
13/10/2026 $147.97 $148.43 $147.85 $148.21 136,500
12/10/2026 $148.39 $148.46 $148.07 $148.25 130,700
09/10/2026 $147.87 $148.43 $147.73 $148.24 150,000
08/10/2026 $147.33 $147.87 $146.91 $147.50 209,800
07/10/2026 $147.49 $148.03 $147.21 $147.88 175,200
06/10/2026 $148.09 $148.64 $148.09 $148.16 129,100
05/10/2026 $146.57 $147.89 $146.57 $147.53 162,200
02/10/2026 $146.64 $146.93 $146.03 $146.45 421,900