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.

SSLY MSCI ESG Analytics Insight

Syntax Stratified SmallCap ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.71 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 SmallCap ETF ranks in the 23th percentile within its peer group and in the 8th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

SSLY 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 10/14/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SSLY 1.63% -1.68% 22.22% 47.59% -- -- --
SSLY (NAV) 3.73% 2.81% 24.12% 51.96% -- -- --
Syntax Stratified SmallCap Index -- -- -- -- -- -- --
MSCI USA Small Cap Index 3.08% 4.32% 19.47% 43.09% 16.91% 16.04% 14.99%
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%
$22.41M
$7.27K
0.25%

SSLY Portfolio Data

$1.98B
51.30
2.11
0.70%
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%
0.60%
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 10/15/21
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

146
$7.27K
1
0
0.25%
$0.13
0.07%
1.33% / -1.82%
None
99.00%
25,000
0.00
0.12%
0.06%
0
$53.46
4

SSLY Sector/Industry Breakdown


SSLY
Segment Benchmark
19.15%
14.85%
18.06%
22.61%
16.67%
15.32%
14.19%
13.83%
11.30%
14.03%
6.59%
3.89%
3.82%
2.04%
3.43%
3.49%
3.26%
5.04%
2.73%
0.63%

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

0.84
1.04
1.17
0.91
0.52%
MSCI USA Small Cap Index

SSLY MSCI ESG Ratings

4.71 / 10
8.49
23.31
3.80%
--
99.50

SSLY Benchmark Comparison Holdings

603
1855
558
18.63%

SSLY Benchmark Comparison Summary


SSLY
Segment Benchmark
603
1855
$1.98B
$5.77B
51.30
49.54
2.11
2.79
0.97%
1.00%
Low
Low

SSLY Benchmark Comparison Market Cap Size


SSLY
Segment Benchmark
0.00%
4.83%
25.08%
73.12%
67.04%
21.12%
7.88%
0.93%