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. The index defines eight alternative sectors and allocates among them equally.

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 index sorts S&P 500 companies into groups based on their underlying business functions and relationships: common suppliers, customers, competitors, and/or products. The process defines eight alternative sectors: consumer, energy, financial, food, healthcare, industrials, information, and information tools. Each sector is equally weighted; weighting within sectors is not disclosed. The fund is rebalanced quarterly. Prior to the inception date the strategy was available as a privately held fund.

SSPY MSCI ESG Analytics Insight

Syntax Stratified LargeCap ETF has an MSCI ESG Fund Rating of A based on a score of 5.77 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 LargeCap ETF ranks in the 45th percentile within its peer group and in the 23th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

SSPY Charts And Performance

Price Chart ($)
Total Return Chart (%)
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PERFORMANCE [as of 08/04/20] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SSPY 5.40% 15.21% -5.04% 4.11% -- -- --
ticker (NAV) 5.34% 15.24% -5.05% 4.24% 6.96% 8.45% --
Syntax Stratified LargeCap Index -- -- -- -- -- -- --
MSCI USA Large Cap Index 5.89% 17.45% 5.60% 17.62% 13.43% 12.52% 14.08%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SSPY Summary Data

Syntax
01/01/15
Open-Ended Fund
0.30%
$34.72M
$116.57K
0.26%

SSPY Portfolio Data

$71.54B
68.99
2.16
1.63%
N/A
506

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%
--
Qualified dividends
No

SSPY Fund Structure

Open-Ended Fund
No
--
No Policy
N/A
N/A
Medium
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

SSPY Factset Analytics Block Liquidity

As of 08/05/20
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

2,467
$116.57K
1,430
$67.30K
0.26%
$0.12
0.01%
0.97% / -1.03%
None
--
25,000
0.06
--
0.00%
0
$48.17
5

SSPY Sector/Industry Breakdown


SSPY
Segment Benchmark
17.92%
35.45%
17.34%
14.07%
13.49%
11.31%
13.35%
6.96%
11.35%
14.87%
10.41%
8.15%
6.79%
2.48%
5.19%
2.77%
3.03%
1.85%
1.12%
2.09%

SSPY Top 10 Holdings[View All]

0.84%
0.83%
0.80%
0.75%
0.75%
0.73%
0.73%
0.71%
0.69%
0.68%
7.51%

SSPY Countries


SSPY
Segment Benchmark
100.00%
99.90%
--
0.10%

SSPY Regions


SSPY
Segment Benchmark
100.00%
100.00%

SSPY Economic Development


SSPY
Segment Benchmark
100.00%
100.00%

SSPY Performance Statistics

0.94
1.02
0.99
1.02
0.53%
MSCI USA Large Cap Index

SSPY MSCI ESG Ratings

5.77 / 10
22.75
44.83
7.62%
5.81%
217.39

SSPY Benchmark Comparison Holdings

506
287
268
40.35%

SSPY Benchmark Comparison Summary


SSPY
Segment Benchmark
506
287
$71.54B
$423.71B
68.99
26.20
2.16
3.94
2.60%
1.84%
Low
Low

SSPY Benchmark Comparison Market Cap Size


SSPY
Segment Benchmark
72.60%
99.95%
27.30%
0.05%
0.10%
0.00%
0.00%
0.00%