GSLC
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Equity
GOLDMAN SACHS ACTIVEBETA US LARGE CAP EQUITY UCITS ETF
TER (bps):
14
AUM (USD m):
55
ISIN:
IE00BJ5CNR11
Domicile:
Ireland
Share Class Currency:
USD
ESG:
No
Geographical Focus:
United States
As of:
11 Apr 2024
Climate Fund:
No
Benchmark
The Goldman Sachs ActiveBeta U.S. Large Cap Equity Index aims to capture the performance of diversified exposure to the equity common factors such as value, momentum, volatility, and quality for equity securities of large capitalisation US issuers. Factors are defined as follows: i) Value: A composite of three valuation measures: book value-to-price, sales-to-price, and free cash flow-to-price, ii) Momentum: Beta- and volatility-adjusted daily total returns over an 11-month period ending one month before the Rebalance Date, iii) Quality: Gross profit divided by total assets, or return on equity for financial stocks or when gross profit is not available; and iv) Low Volatility: The inverse of the standard deviation of daily total stock returns over the past 12 months, up to and including the Selection Date. The index universe is the Solactive US Large Cap Index.
PERFORMANCE
