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 05/25/2023) 2248.5

Index Performance

Multi-Horizon Returns
(% as of 03/31/2023)
YTD1Q231Y3Y5Y7Y10YSince 12.20.13
Stratified SmallCap3.813.81-9.2025.139.3011.40-9.56
S&P 6002.572.57-8.8221.716.309.659.878.09
S&P 600 Eq. Weight2.032.03-10.7126.867.2010.109.827.78

Annual Index Performance
(% as of 03/31/2023)
Stratified SmallCap-18.2127.3425.2323.43-6.9311.5025.35-0.796.47-
S&P 600-16.1026.8211.2922.78-8.4813.2326.56-1.975.7641.31
S&P 600 Eq. Weight-16.2332.5014.7121.01-10.2610.3229.42-6.334.4743.77

Index Statistics
(as of 03/31/2023)
Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified SmallCap22.10.463.67105.3100.4
S&P 60021.30.39-100.0100.0
S&P 600 Eq. Weight23.70.373.90108.4109.4

Index Fundamentals
(as of 03/31/2023)
BetaDividend YieldP / E RatioP / B RatioTurnover (%)
Stratified SmallCap1.031.9432.11.6442.0
S&P 6001.001.9617.31.718.5
S&P 600 Eq. Weight1.102.3525.61.5031.1

Top Holdings
(as of 03/31/2023)
CompanyWeight (%)
Sanmina Corp0.62
CareTrust REIT Inc0.62
Community Healthcare Trust Inc0.61
Sturm Ruger & Co Inc0.60
Plexus Corp0.60
Vista Outdoor Inc0.58 Inc0.55
Donnelley Financial Solutions0.51
Avantax Inc.0.51
Yelp Inc0.51

Sector Allocation
(as of 03/31/2023)
  • Energy
  • Food
  • Consumer
  • Info. Tools
  • Information
  • Industrials
  • Healthcare
  • Financials