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.
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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