SSLY

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

SSLY Fund Description

SSLY tracks an index that holds all constituents of the S&P 600 Index, reweighted to diversify related business risk.

SSLY Factset Analytics Insight

SSLY's underlying index seeks to provide small-cap exposure but diversify business risk concentrations by using a proprietary stratified weighting methodology. The fund manager sorts the components of the S&P 600 Index based on related business risks such as: similar products/services offered, customers, competitors, or suppliers. When two or more companies’ earnings are affected by these same fundamental drivers, they are grouped together, and their weight is redistributed across the other components. The objective is to provide a more unbiased return of the small-cap space than market-cap weighted funds. The index is reconstituted annually and rebalanced quarterly.

PERFORMANCE [as of 06/23/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SSLY -- -- -- -- -- -- --
SSLY (NAV) -4.25% -14.13% -20.37% -19.96% -- -- --
Syntax Stratified SmallCap Index -- -- -- -- -- -- --
MSCI USA Small Cap Index -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SSLY Summary Data

Syntax
05/28/20
Open-Ended Fund
0.40%
$16.81M
$9.75K
0.33%

SSLY Portfolio Data

$1.68B
21.27
1.72
8.92%
N/A
603

SSLY Index Data

Syntax Stratified SmallCap Index
Tiered
Committee
MSCI USA Small Cap Index

SSLY Portfolio Management

0.40%
--
--
--

SSLY Tax Exposures

20.00% / 39.60%
3.91%
Qualified dividends
No

SSLY Fund Structure

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

SSLY Factset Analytics Block Liquidity

As of 06/24/22
5
4
3
2
1

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

SSLY Tradability

250
$9.75K
3
0
0.33%
$0.14
0.05%
0.56% / -1.95%
None
97.00%
25,000
0.00
0.12%
0.05%
0
$40.12
4

SSLY Sector/Industry Breakdown


SSLY
Segment Benchmark
17.30%
--
11.07%
--
10.69%
--
10.00%
--
7.11%
--
5.67%
--
5.33%
--
4.89%
--
4.21%
--
3.64%
--

SSLY Countries


SSLY
Segment Benchmark
100.00%
100.00%

SSLY Regions


SSLY
Segment Benchmark
100.00%
100.00%

SSLY Economic Development


SSLY
Segment Benchmark
100.00%
100.00%

SSLY Performance Statistics

0.95
0.93
0.95
0.87
0.29%
MSCI USA Small Cap Index

SSLY Benchmark Comparison Holdings

603
1924
575
18.88%

SSLY Benchmark Comparison Summary


SSLY
Segment Benchmark
603
1924
$1.68B
$5.13B
21.27
27.30
1.72
2.27
1.14%
1.28%
Low
Low

SSLY Benchmark Comparison Market Cap Size


SSLY
Segment Benchmark
0.00%
3.72%
18.61%
69.45%
67.68%
24.72%
13.72%
2.12%