SYSC | Syntax Stratified SmallCap Index

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 Facts

Number of Constituents 601
Weighting Methodology Stratified
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 12/01/2022) 2405.33

Index Performance

Multi-Horizon Returns
(% as of 09/30/2022)
YTD3Q221Y3Y5Y7Y10YSince 12.20.13
Stratified SmallCap-25.41-6.38-22.058.477.1310.38-8.52
S&P 600-23.16-5.20-18.835.484.848.8610.097.17
S&P 600 Eq. Weight-24.11-6.75-20.617.595.379.199.916.78

Annual Index Performance
(% as of 09/30/2022)
2021202020192018201720162015201420132012
Stratified SmallCap27.3425.2323.43-6.9311.5025.35-0.796.471.61-
S&P 60026.8211.2922.78-8.4813.2326.56-1.975.7641.3116.33
S&P 600 Eq. Weight32.5014.7121.01-10.2610.3229.42-6.334.4743.7718.54

Index Statistics
(as of 09/30/2022)
Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified SmallCap21.50.443.60104.499.8
S&P 60020.80.38-100.0100.0
S&P 600 Eq. Weight23.10.353.85108.3109.5

Index Fundamentals
(as of 09/30/2022)
BetaDividend YieldP / E RatioP / B RatioTurnover (%)
Stratified SmallCap1.021.6521.51.0448.1
S&P 6001.001.6711.61.5414.1
S&P 600 Eq. Weight1.101.9413.31.2533.36

Top Holdings
(as of 09/30/2022)
CompanyWeight (%)
American Public Education Inc.2.95
Fossil Group Inc.2.48
CalAmp Corp.2.12
eHealth Inc.2.08
Glatfelter Corporation1.94
Sanmina Corporation0.56
Plexus Corp.0.55
Community Healthcare Trust Incorporated0.54
CareTrust REIT Inc.0.52
Diodes Incorporated0.50

Sector Allocation
(as of 09/30/2022)
  • Energy
  • Food
  • Consumer
  • Info. Tools
  • Information
  • Industrials
  • Healthcare
  • Financials