SSPYSyntax Stratified LargeCap ETF
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.
SSPY MSCI ESG Analytics Insight
Syntax Stratified LargeCap ETF has an MSCI ESG Fund Rating of A based on a score of 7.06 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 69th percentile within its peer group and in the 80th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.
SSPY 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.
SSPY Summary Data
SSPY Portfolio Data
SSPY Index Data
SSPY Portfolio Management
SSPY Tax Exposures
SSPY Fund Structure
SSPY Factset Analytics Block Liquidity
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 Sector/Industry Breakdown
SSPY Economic Development
SSPY Performance Statistics
SSPY MSCI ESG Ratings
SSPY Benchmark Comparison Summary
SSPY Benchmark Comparison Market Cap Size