SSPY

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

SSPY Fund Description

SSPY tracks an index that holds all constituents of the S&P 500 Index, reweighted to diversify related business risk.

SSPY Factset Analytics Insight

SSPY’s index aims to provide equal exposure to companies that share related business risks, using a proprietary stratified weighting methodology. The fund manager sorts S&P 500 companies into groups based on their underlying business functions and relationships such as: common suppliers, customers, competitors, and/or products. 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 large-cap space than market-cap-weighted funds. The index is rebalanced quarterly and will typically include 500 components allocated across eight industry sectors: consumer, energy, financials, food, health care, industrials, information, and information tools. Prior to the inception date, the strategy was available as a privately held fund.

PERFORMANCE [as of 06/30/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SSPY -9.04% -13.26% -14.97% -7.45% 10.09% -- --
SSPY (NAV) -8.88% -13.00% -14.72% -7.16% 10.19% 10.29% --
Syntax Stratified LargeCap Index -- -- -- -- -- -- --
MSCI USA Large Cap Index -8.02% -16.72% -20.91% -12.24% 10.78% 11.58% 13.07%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SSPY Summary Data

Syntax
01/04/19
Open-Ended Fund
0.30%
$93.35M
$200.60K
0.16%

SSPY Portfolio Data

$106.90B
19.14
3.22
1.28%
N/A
499

SSPY Index Data

Syntax Stratified LargeCap Index
Tiered
Committee
MSCI USA Large Cap Index

SSPY Portfolio Management

0.30%
--
--
--

SSPY Tax Exposures

20.00% / 39.60%
0.06%
Qualified dividends
No

SSPY Fund Structure

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

SSPY Factset Analytics Block Liquidity

As of 07/01/22
5
4
3
2
1

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

SSPY Tradability

3,196
$200.60K
1,106
$73.57K
0.16%
$0.10
-0.01%
0.27% / -1.70%
None
98.00%
25,000
0.04
0.07%
0.00%
0
$60.78
5

SSPY Sector/Industry Breakdown


SSPY
Segment Benchmark
13.53%
--
10.46%
--
10.04%
--
9.20%
--
8.42%
--
7.44%
--
6.79%
--
6.37%
--
5.01%
--
3.67%
--

SSPY Countries


SSPY
Segment Benchmark
100.00%
99.89%
--
0.11%

SSPY Regions


SSPY
Segment Benchmark
100.00%
100.00%

SSPY Economic Development


SSPY
Segment Benchmark
100.00%
100.00%

SSPY Performance Statistics

0.89
0.84
0.84
0.87
0.41%
MSCI USA Large Cap Index

SSPY Benchmark Comparison Holdings

499
296
261
40.23%

SSPY Benchmark Comparison Summary


SSPY
Segment Benchmark
499
296
$106.90B
$608.31B
19.14
21.94
3.22
4.53
1.75%
1.45%
Low
Low

SSPY Benchmark Comparison Market Cap Size


SSPY
Segment Benchmark
88.62%
99.91%
11.38%
0.09%
0.00%
0.00%
0.00%
0.00%