SMDY

Syntax Stratified MidCap ETF
*Unless otherwise stated, data provided by FactSet.

SMDY Fund Description

SMDY tracks an index that holds all constituents of the S&P 400 Index, reweighted to diversify related business risk.

SMDY Factset Analytics Insight

SMDY is passively managed to hold the same constituents as the S&P MidCap 400 but is a stratified-weight version. Using this Syntax’s patented weighting methodology, the fund controls exposure to related business risks (RBRs) by hierarchically grouping and distributing the weight of the Index constituent companies that share RBRs. RBRs occurs when two or more companies’ earnings are affected by the same fundamental drivers. The index is rebalanced quarterly and will typically include 400 components allocated across eight industry sectors: consumer, energy, financials, food, healthcare, industrials, information, and information tools. Prior to the inception date the strategy was available as a privately held fund.

SMDY MSCI ESG Analytics Insight

Syntax Stratified MidCap ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.31 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 MidCap ETF ranks in the 31st percentile within its peer group and in the 43th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

SMDY MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 09/24/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SMDY 0.67% -0.49% 16.92% 52.51% -- -- --
SMDY (NAV) -0.30% -1.52% 17.07% 52.25% 12.34% 14.21% --
Syntax Stratified MidCap Index -- -- -- -- -- -- --
MSCI USA Mid Cap Index 0.19% 3.75% 20.27% 50.54% 16.74% 16.41% 16.12%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SMDY Summary Data

Syntax
01/01/15
Open-Ended Fund
0.35%
$10.03M
$584.73
0.24%
EWMC, IJH, VO, IWR, MDY

SMDY Portfolio Data

$6.35B
46.64
2.70
0.75%
N/A
402

SMDY Index Data

Syntax Stratified MidCap Index
Tiered
Committee
MSCI USA Mid Cap Index

SMDY Portfolio Management

0.35%
--
--
--

SMDY Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

SMDY Fund Structure

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

SMDY Factset Analytics Block Liquidity

As of 09/27/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of SMDY. SMDY is rated a 4 out of 5.

SMDY Tradability

16
$584.73
0
0
0.24%
$0.10
0.02%
1.51% / -0.23%
None
98.00%
25,000
0
0.10%
0.01%
0
$40.05
4

SMDY Sector/Industry Breakdown


SMDY
Segment Benchmark
19.26%
14.70%
17.99%
20.41%
16.50%
22.42%
13.44%
13.22%
12.11%
10.53%
6.44%
2.69%
3.82%
5.39%
3.54%
4.41%
3.09%
3.99%
2.03%
0.13%

SMDY Top 10 Holdings[View All]

Sabre Corp. 0.86%
Yelp Inc 0.86%
8.31%

SMDY Countries


SMDY
Segment Benchmark
100.00%
100.00%

SMDY Regions


SMDY
Segment Benchmark
100.00%
100.00%

SMDY Economic Development


SMDY
Segment Benchmark
100.00%
100.00%

SMDY Performance Statistics

0.85
1.09
1.13
0.94
0.43%
MSCI USA Mid Cap Index

SMDY MSCI ESG Ratings

5.31 / 10
42.97
31.29
4.91%
6.16%
156.63

SMDY Benchmark Comparison Holdings

402
326
34
6.07%

SMDY Benchmark Comparison Summary


SMDY
Segment Benchmark
402
326
$6.35B
$21.77B
46.64
35.82
2.70
3.51
1.09%
1.12%
Low
Low

SMDY Benchmark Comparison Market Cap Size


SMDY
Segment Benchmark
4.37%
86.07%
88.61%
13.93%
7.01%
0.00%
0.00%
0.00%