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 602
Weighting Methodology Stratified
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SYSC
Index Inception Date January 3, 2020
Total Return Index Value as of 02/23/2024 2467.03

Index Performance

Multi-Horizon Returns % as of 2023-12-31
YTD 4Q23 1Y 3Y 5Y 7Y 10Y Since 12.20.13
Stratified SmallCap12.1713.3712.175.3212.559.399.519.66
S&P 60016.0515.1216.057.2811.038.318.668.79
S&P 600 Eq. Weight13.214.6113.27.9111.778.128.148.29
Annual Index Performance % as of 2023-12-31
2023 2022 2021 2020 2019 2018 2017 2016 2015 2014
Stratified SmallCap12.17-18.2127.3425.2323.43-6.9311.525.35-0.796.47
S&P 60016.05-16.126.8211.2922.78-8.4813.2326.56-1.975.76
S&P 600 Eq. Weight13.2-16.2332.514.7121.01-10.2610.3229.42-6.334.47
Index Statistics as of 2023-12-31
Vol. Sharpe Ratio Track. Err. Upside Capture Down. Capture
Stratified SmallCap20.90.393.29103.8101.6
S&P 60020.10.36-100.0100.0
S&P 600 Eq. Weight22.20.313.50106.5110.4
Index Fundamentals as of 2023-12-31
Beta Dividend Yield P / E Ratio
Stratified SmallCap1.021.96NA
S&P 6001.02.0629.6
S&P 600 Eq. Weight1.092.3457.2
Top Holdings as of 2023-12-31
Click on a company name to view more information on key statistics, classification and more. Premium data requires an Affinity login.
Company Weight (%)
Tandem Diabetes Care Inc 0.91
Embecta Corp 0.78
Vericel Corporation 0.77
Leslie Inc. 0.70
Harmonic Inc 0.68
ADTRAN Holdings Inc 0.66
Alarm.com Holdings Inc. 0.63
Cerence Inc 0.63
Haverty Furniture 0.60
Plexus Corp 0.59
Sector Allocation as of 2023-12-31
  • Energy
  • Food
  • Consumer
  • Info. Tools
  • Information
  • Industrials
  • Healthcare
  • Financials