Summary
GSSC
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 32.80% Volatility 22.16% Sharpe 0.66
Official loaded data — not a live quote.

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

Symbol: GSSC

Exchange: NYSE

Sector: Healthcare

Category: Small Blend

Inception date: 28/06/2017

Latest date: 16/07/2026

Current price: $90.73

Expense ratio: 0.20%

Assets under management
$1.1B
0.54% 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

3.16%

Ann. -42.08% (Sharpe / Sortino numerator)

Volatility

23.79%

Sharpe ratio

-1.922

VaR 95%

-2.12%

CVaR 95%: -2.21%
Max drawdown: -7.81%
Sortino ratio: -3.888
Calmar ratio: -5.39

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

12.73%

Ann. -2.32% (Sharpe / Sortino numerator)

Volatility

20.06%

Sharpe ratio

-0.296

VaR 95%

-1.96%

CVaR 95%: -2.10%
Max drawdown: -10.81%
Sortino ratio: -0.500
Calmar ratio: -0.21

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

13.93%

Ann. 1.28% (Sharpe / Sortino numerator)

Volatility

19.61%

Sharpe ratio

-0.120

VaR 95%

-2.00%

CVaR 95%: -2.34%
Max drawdown: -10.81%
Sortino ratio: -0.188
Calmar ratio: 0.12

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

32.80%

Ann. 18.31% (Sharpe / Sortino numerator)

Volatility

22.16%

Sharpe ratio

0.662

VaR 95%

-2.05%

CVaR 95%: -2.92%
Max drawdown: -10.81%
Sortino ratio: 0.960
Calmar ratio: 1.69

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

32.88%

Ann. 9.91% (Sharpe / Sortino numerator)

Volatility

21.40%

Sharpe ratio

0.294

VaR 95%

-2.00%

CVaR 95%: -2.89%
Max drawdown: -26.05%
Sortino ratio: 0.439
Calmar ratio: 0.38

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

58.85%

Ann. 12.21% (Sharpe / Sortino numerator)

Volatility

20.42%

Sharpe ratio

0.420

VaR 95%

-1.91%

CVaR 95%: -2.69%
Max drawdown: -26.05%
Sortino ratio: 0.657
Calmar ratio: 0.47

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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.12%

Best day

3.72%

22/08/2025
Worst day

-3.31%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $90.24 $91.21 $90.24 $90.73 34,600
15/07/2026 $90.19 $90.62 $90.02 $90.30 49,200
14/07/2026 $90.38 $91.41 $89.35 $90.04 39,500
13/07/2026 $89.93 $90.27 $89.56 $89.78 32,500
10/07/2026 $90.79 $90.79 $89.70 $90.40 44,800
09/07/2026 $89.98 $90.67 $89.98 $90.58 62,600
08/07/2026 $89.56 $89.69 $88.56 $89.24 31,400
07/07/2026 $90.65 $90.65 $89.84 $90.13 26,200
06/07/2026 $90.65 $91.15 $90.53 $90.83 34,300
02/07/2026 $91.59 $91.75 $89.72 $90.29 24,400