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Stratified Weight™

Fixing the Problems of
Cap-Weighted Indices

Syntax Stratified Weight Syntax Stratified Weight

Diversification Matters

Capture Performance from
the Whole Economy

Syntax Economic Data Syntax Economic Data

Reducing Business Risk

Controlling Exposure to Supply Chains,
Customer Groups and Product Types

Syntax Portfolio reduce risk Syntax Portfolio reduce risk

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.

See All Indices
S&P 500 index stratified SYLC
Syntax Stratified

LargeCap

The Stratified Weight version of the
S&P 500 Index.
S&P 400 index stratified SYMID
Syntax Stratified

MidCap

The Stratified Weight version of the
S&P MidCap 400 Index.
MSCI EAFE Stratified SEADM
Syntax

Europe & Asia
Developed Markets

The Stratified Weight version of the
MSCI EAFE Index.
Pension and Investments

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.

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Wall Street Journal on Index Investing

WSJ Letter on Index Investing

Syntax CEO Rory Riggs responds to John Bogle in the Wall Street Journal on the dangers of cap weighting.

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Journal of Index Investing

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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