SYMID | Syntax Stratified MidCap Index

Index Description

The Syntax Stratified MidCap Index is the stratified-weight version of the widely-used S&P MidCap 400® Index. The index holds the same constituents as the S&P MidCap 400, but the weight of each company in the Syntax Stratified MidCap Index is based on Syntax’s patented methodology to control exposure to related business risks (RBRs).

Index Facts

Number of Constituents 400
Weighting Methodology Stratified
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SYMID
Index Inception Date December 27, 2016
Base Index Value 100
Total Return Index Value (as of 05/19/2022) 5266.22

Index Performance

Multi-Horizon Returns
(% as of 03/31/2022)
YTD1Q221Y3Y5Y7Y10YSince 12/20/91
Stratified MidCap Index-4.5-4.52.014.311.710.212.914.4
S&P 400-4.9-4.94.614.111.110.212.212.1
S&P 400 Eq. Weight-3.9-3.95.014.911.110.212.112.2

Annual Index Performance
(% as of 03/31/2022)
2021202020192018201720162015201420132012
Stratified MidCap Index22.517.823.8-7.315.119.8-4.111.637.420.5
S&P 40024.813.726.2-11.116.220.7-2.29.833.517.9
S&P 400 Eq. Weight27.115.823.3-11.913.923.9-5.29.034.617.8

Index Statistics
(as of 03/31/2022)
Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified MidCap Index16.60.782.3106.2103.9
S&P 40016.00.76---
S&P 400 Eq. Weight17.50.712.5106.3107.6

Index Fundamentals
(as of 03/31/2022)
BetaDiv. Yld.P / E RatioP / B RatioTurnover (%)
Stratified MidCap Index1.031.1816.02.432.9
S&P 4001.001.2915.22.411.6
S&P 400 Eq. Weight1.081.1014.92.323.1

Top Holdings
(as of 03/31/2022)
CompanyWeight (%)
CyrusOne Inc.1.19
Ziff Davis Inc.1.15
TripAdvisor Inc.0.85
Sabre Corp.0.85
Coherent Inc.0.82
ViaSat Inc.0.79
NCR Corporation0.79
Yelp Inc0.79
Iridium Communications Inc.0.78
MKS Instruments Inc.0.77

Sector Allocation
(as of 03/31/2022)
  • Energy
  • Food
  • Consumer
  • Info. Tools
  • Information
  • Industrials
  • Healthcare
  • Financials