Business Risk Diversification
Syntax’s Stratified Weight™ approach is designed to correct for business risk concentrations that regularly occur in cap-weighted indices. These concentrations leave investors exposed to market shocks. Instead of concentrating in the largest companies, we spread index weight across business risk groups to provide a diversified return of all the business opportunities of a benchmark.
Systems Economics – A New Prescription for Risk Management
CEO Rory Riggs discusses how Syntax is applying the principles of systems medicine to systems economics and portfolio development in his new Pension & Investments article.
Are Index Funds Headed for a Reckoning?
Institutional Investor covers Syntax’s latest working paper on Active Business Risk, a measure of bias in indices and funds that track them.
An Index Methodology for Diversifying Business Risk
Announcing the publication of our paper in the Journal of Index Investing. This paper, which details our stratified-weight methodology, is an important breakthrough in risk identification and passive indexing.
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