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
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 02/25/2021) 2512.89

Index Performance

Multi-Horizon Returns (% as of 12/31/2020)

20204Q201Y3Y5Y7Y10YSince 12/20/13
Stratified SmallCap25.432.025.412.915.011.4-11.5
S&P 60011.331.311.37.712.49.311.99.4
S&P 600 Eq. Weight14.735.114.77.612.28.211.28.4

Annual Index Performance (% as of 12/31/2020)

2020201920182017201620152014201320122011
Stratified SmallCap25.423.4-6.911.525.3-0.86.5---
S&P 60011.322.8-8.513.226.6-2.05.841.316.31.0
S&P 600 Eq. Weight14.721.0-10.310.329.4-6.34.543.818.5-2.7

Index Statistics (as of 12/31/2020)

Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified SmallCap20.40.593.0107.199.1
S&P 60019.70.51---
S&P 600 Eq. Weight22.00.443.7107.3108.8

Index Fundamentals (as of 12/31/2020)

BetaDiv. Yld.P / E RatioP / B RatioTurnover (%)
Stratified SmallCap1.031.5262.81.752.8
S&P 6001.001.5538.22.014.5
S&P 600 Eq. Weight1.111.86103.31.561.6

Top Holdings (as of 12/31/2020)

CompanyWeight (%)
Clearwater Paper Corporation0.62
Covetrus Inc.0.62
Inter Parfums Inc.0.61
Avista Corporation0.61
Shutterstock Inc.0.60
American States Water Company0.60
California Water Service Group0.60
Chesapeake Utilities Corporation0.60
Consolidated Communications Holdings Inc.0.59
PetMed Express Inc.0.59

Sector Allocation (as of 12/31/2020)

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