Syntax Stratified Indices

Syntax Stratified SmallCap Index

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 10/21/2020) 1748.72

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 09/30/2020)

YTD3Q201Y3Y5Y7Y10YSince 12/20/13
Stratified SmallCap-
S&P 600-15.23.2-8.3-
S&P 600 Eq. Weight-15.13.2-8.3-

Annual Index Performance (% as of 09/30/2020)

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 09/30/2020)

Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified SmallCap19.40.423.0107.799.1
S&P 60018.60.33---
S&P 600 Eq. Weight20.70.253.6106.3108.8

Index Fundamentals (as of 09/30/2020)

BetaDiv. Yld.P / E RatioP / B RatioTurnover (%)
Stratified SmallCap1.032.13NA1.363.2
S&P 6001.002.1041.71.617.4
S&P 600 Eq. Weight1.102.94NA1.157.3

NA denotes negative valuation.

Top Holdings (as of 09/30/2020)

CompanyWeight (%)
Amphastar Pharmaceuticals Inc0.78
AMAG Pharmaceuticals Inc.0.75
Covetrus Inc.0.69
Clearwater Paper Corporation0.63
Liquidity Services Inc.0.63
PetMed Express Inc.0.63
Diebold Nixdorf Incorporated0.62
eHealth Inc.0.61
Plexus Corp.0.60
Vonage Holdings Corp.0.60

Sector Allocation (as of 09/30/2020)

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