Syntax Stratified Indices

Syntax Stratified SmallCap Index

Index Facts

Number of Constituents 602
Strategy Stratified-Weight
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SYSC
Index Inception Date January 3, 2020
Base Index Value 1000
Total Return Index Value (as of 04/03/2020) 1090.34

Index Description

The Syntax Stratified SmallCap Index is the stratified-weight version of the widely-used S&P 600® Index. The index holds the same constituents as the S&P 600, but the weight of each company in the Syntax Stratified SmallCap Index is based on Syntax’s patented methodology to control exposure to related business risks (RBRs).

Index Performance

Multi-Horizon Returns (% as of 03/31/2020)

YTD1Q201Y3Y5Y7Y10YSince 12/20/13
Stratified SmallCap-30.8-30.8-25.5-4.20.9--2.8
S&P 600-32.6-32.6-25.9-5.30.5--2.1
S&P 600 Eq. Weight-36.4-36.4-31.7-8.6-2.1---0.3

Annual Index Performance (% as of 03/31/2020)

Stratified SmallCap23.4-6.911.525.3-0.86.5----
S&P 60022.8-8.513.226.6-2.05.841.316.31.026.3
S&P 600 Eq. Weight21.0-10.310.329.4-6.34.543.818.5-2.729.1

Index Statistics (as of 03/31/2020)

Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified SmallCap18.50.192.4102.599.4
S&P 60018.40.16---
S&P 600 Eq. Weight19.90.042.7102.5108.9

Index Fundamentals (as of 03/31/2020)

BetaDiv. Yld.P / E RatioP / B RatioTurnover (%)
Stratified SmallCap1.002.3719.71.7021.2
S&P 6001.002.4117.91.7114.8
S&P 600 Eq. Weight1.083.3716.61.2033.4

Top Holdings (as of 03/31/2020)

CompanyWeight (%)
Luminex Corp1.43
El Paso Electric Company1.32
Avista Corporation1.15
Cogent Communications Holdings Inc1.10
Consolidated Communications Holdings Inc.1.09
eHealth Inc.1.02
Medpace Holdings Inc.1.02
Safehold Inc.0.93
OneSpan Inc.0.88
Emergent BioSolutions Inc.0.83

Sector Allocation (as of 03/31/2020)

  • Energy
  • Food
  • Consumer
  • Info. Tools
  • Information
  • Industrials
  • Healthcare
  • Financials