Summary
JUST
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 20.21% Volatility 18.20% Sharpe 0.75
Official loaded data — not a live quote.

GOLDMAN SACHS JUST U.S. LARGE CAP EQUITY ETF

Symbol: JUST

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 07/06/2018

Latest date: 20/07/2026

Current price: $106.15

Expense ratio: 0.20%

Assets under management
$554.7M
-0.69% 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

-0.21%

Ann. -36.60% (Sharpe / Sortino numerator)

Volatility

17.24%

Sharpe ratio

-2.333

VaR 95%

-1.50%

CVaR 95%: -1.53%
Max drawdown: -7.31%
Sortino ratio: -4.570
Calmar ratio: -5.00

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

5.41%

Ann. -13.50% (Sharpe / Sortino numerator)

Volatility

14.46%

Sharpe ratio

-1.185

VaR 95%

-1.51%

CVaR 95%: -1.71%
Max drawdown: -9.01%
Sortino ratio: -1.878
Calmar ratio: -1.50

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

11.17%

Ann. -1.14% (Sharpe / Sortino numerator)

Volatility

13.51%

Sharpe ratio

-0.353

VaR 95%

-1.49%

CVaR 95%: -1.83%
Max drawdown: -9.01%
Sortino ratio: -0.507
Calmar ratio: -0.13

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

20.21%

Ann. 17.31% (Sharpe / Sortino numerator)

Volatility

18.20%

Sharpe ratio

0.752

VaR 95%

-1.53%

CVaR 95%: -2.60%
Max drawdown: -9.01%
Sortino ratio: 0.934
Calmar ratio: 1.92

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.

Period total return

36.74%

Ann. 13.35% (Sharpe / Sortino numerator)

Volatility

16.13%

Sharpe ratio

0.603

VaR 95%

-1.54%

CVaR 95%: -2.34%
Max drawdown: -19.34%
Sortino ratio: 0.767
Calmar ratio: 0.69

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

70.50%

Ann. 18.17% (Sharpe / Sortino numerator)

Volatility

14.68%

Sharpe ratio

0.990

VaR 95%

-1.41%

CVaR 95%: -2.08%
Max drawdown: -19.34%
Sortino ratio: 1.310
Calmar ratio: 0.94

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.077%

Best day

2.888%

31/03/2026
Worst day

-2.633%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $106.88 $106.88 $106.05 $106.15 10,800
17/07/2026 $106.02 $106.45 $104.44 $106.45 1,700
16/07/2026 $107.35 $107.94 $107.22 $107.28 4,300
15/07/2026 $108.02 $108.02 $107.64 $107.84 4,200
14/07/2026 $107.17 $107.45 $107.04 $107.36 5,800
13/07/2026 $107.65 $107.65 $106.86 $107.03 10,100
10/07/2026 $107.31 $107.69 $106.98 $107.69 3,000
09/07/2026 $107.25 $107.29 $107.24 $107.29 4,600
08/07/2026 $106.38 $106.63 $106.18 $106.63 3,800
07/07/2026 $107.22 $107.22 $106.64 $106.86 5,000