SHUS

Syntax Stratified US Total Market Hedged ETF
*Unless otherwise stated, data provided by FactSet.

SHUS Fund Description

SHUS aims to provide capital growth from an actively managed fund of funds portfolio composed of three stratified-weight US ETFs, while seeking to reduce market risk through a defined risk hedging process.

SHUS Factset Analytics Insight

SHUS is a risk hedged version of Syntax Advisors’ SYUS —an actively managed fund of funds that seeks to outperform the S&P Composite 1500 Index by investing in three Syntax Stratified-Weight ETFs: Syntax Stratified LargeCap ETF (SSPY), Syntax Stratified MidCap ETF (SMDY), and Syntax Stratified SmallCap ETF (SSLY), all of which are passively managed that track Syntax Stratified Indices of large-, mid, and small-cap US stocks, respectively. The stratified-weight methodology is designed to provide a more unbiased return by diversifying constituents across groups of related business risks rather than using market-cap or equal-weighting schemes. SHUS combines this stratified-weighting with a defined risk strategy to reduce market risk by buying S&P 500 put options. In addition, the fund also buys and sells short-term put and call options on equity indices while engaging in various long-term spread option strategies in an effort to generate additional returns.

SHUS MSCI ESG Analytics Insight

Syntax Stratified US Total Market Hedged ETF has an MSCI ESG Fund Rating of undefined based on a score of 6.69 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Syntax Stratified US Total Market Hedged ETF ranks in the 60th percentile within its peer group and in the 68th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

PERFORMANCE [as of 10/21/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SHUS 3.18% 3.00% -- -- -- -- --
SHUS (NAV) 2.93% 2.88% -- -- -- -- --
No Underlying Index 4.72% 4.73% 22.57% 35.36% 19.73% 18.15% 16.08%
MSCI USA IMI 4.69% 4.75% 21.99% 36.14% 20.62% 18.64% 16.28%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SHUS Summary Data

Syntax
06/15/21
Open-Ended Fund
0.65%
$44.87M
$9.47K
0.37%
N/A

SHUS Portfolio Data

$106.92B
29.13
3.29
--
N/A
1,498

SHUS Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA IMI

SHUS Portfolio Management

0.65%
--
--
--

SHUS Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

SHUS Fund Structure

Open-Ended Fund
No
--
-- / --
N/A
N/A
Low
Daily

SHUS Factset Analytics Block Liquidity

As of 10/22/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of SHUS. SHUS is rated a N/A out of 5.

SHUS Tradability

240
$9.47K
0
0
0.37%
$0.15
0.06%
0.48% / -0.57%
None
--
25,000
0
0.20%
1,943.07%
0
$41.08
N/A

SHUS Sector/Industry Breakdown


SHUS
Segment Benchmark
18.35%
33.75%
18.11%
14.74%
14.11%
14.20%
11.74%
5.23%
11.33%
13.09%
10.35%
9.19%
5.95%
2.41%
5.02%
2.45%
2.82%
2.62%
0.95%
1.18%

SHUS Top 10 Holdings

0.03%
100.00%

SHUS Countries


SHUS
Segment Benchmark
100.00%
99.93%
--
0.07%

SHUS Regions


SHUS
Segment Benchmark
100.00%
100.00%

SHUS Economic Development


SHUS
Segment Benchmark
100.00%
100.00%

SHUS Performance Statistics

--
--
--
--
0.00%
MSCI USA IMI

SHUS MSCI ESG Ratings

--
6.69 / 10
67.74
60.08
6.33%
--
224.20

SHUS Benchmark Comparison Holdings

1,498
2469
1,452
48.02%

SHUS Benchmark Comparison Summary


SHUS
Segment Benchmark
1,498
2469
$106.92B
$504.44B
29.13
31.21
3.29
4.50
1.55%
1.21%
Low
Low

SHUS Benchmark Comparison Market Cap Size


SHUS
Segment Benchmark
77.44%
87.77%
18.36%
9.78%
3.83%
2.35%
0.38%
0.10%

Options Strategies for Outcome Investing

A collar strategy is a protective option strategy constructed by writing a call and buying a put with the same expiration date while being long the underlying security.