sspy indicatorsspy indicator

Syntax Stratified

LargeCap

SSPY

The Stratified Weight version of the S&P 500®.

sspy index

Fund Snapshot

As of October 20, 2021

NAV $69.19
Market Price $69.14
Premium/Discount -0.07%
Rolling 30 Day Bid/Ask 0.15%

About SSPY

Same stocks as the S&P 500® Index – reweighted and rebalanced using the Stratified Weight Methodology

Seeks to provide investment results that, before expenses, track the performance of the Syntax Stratified LargeCap Index.

Compared to capitalization weighted indexes, the Stratified approach may provide the following potential advantages:

  • Reduce the negative impact of a significant correction in an overweight sector
  • Increase the chance of participating in all sectors during a market rally
  • Capture a fuller range of market opportunities

Fund Details

As of September 30, 2021

Net Assets $97,187,793.66
Ticker SSPY
CUSIP 87166N106
Asset Class Equity
Listing Exchange NYSE Arca
Fund Inception Date January 1, 2015
Gross Expense Ratio 0.45
Net Expense Ratio* 0.30

Index Details

As of September 30, 2021

Index Name Syntax Stratified LargeCap Index
Index Ticker SYLC
Index Provider Syntax, LLC
Weighting Method Stratified Weight
Rebalance Quarterly
Currency USD
Inception Date December 27, 2016
Number of Holdings 505
Ticker Name Weight (%) Shares Market Value
XOM EXXON MOBIL CORP 0.90 14,603 $932,401.55
CVX CHEVRON CORP 0.89 8,200 $927,912.00
SYY SYSCO CORP 0.79 10,292 $821,507.44
COST COSTCO WHOLESALE CORP 0.77 1,695 $796,260.15
WMT WALMART INC 0.76 5,407 $789,422.00
KR KROGER CO 0.70 18,547 $729,268.04
MSFT MICROSOFT CORP 0.70 2,367 $727,639.47
CVS CVS HEALTH CORP 0.70 8,384 $721,443.20
WBA WALGREENS BOOTS ALLIANCE INC 0.66 14,177 $686,025.03
ADBE ADOBE INC 0.65 1,063 $672,209.31

Holdings are subject to change.

MONTHLY End Returns

As of September 30, 2021

MTD QTD YTD 1y 3y 5y Incept.
NAV (%) -3.91 -0.49 17.69 38.60 13.90 14.46 11.95
Market Price (%) -3.78 -0.41 17.88 38.62 - - -

QUARTER End Returns

As of September 30, 2021

QTD YTD 1y 3y 5y Incept.
NAV (%) -0.49 17.69 38.60 13.90 14.46 11.95
Market Price (%) -0.41 17.88 38.62 - - -

CALENDAR YEAR Returns

As of December 31, 2020

2015 2016 2017 2018 2019 2020
NAV (%) -1.44 14.11 19.73 -6.57 28.93 12.18
Market Price (%) - - - - 28.90 12.22

Premium Discount

Days traded at premium 119 41
Days traded at discount 106 19
Days traded at premium 119 41
Days traded at discount 106 19
Days traded at premium 119 41
Days traded at discount 106 19
Days traded at premium 119 41
Days traded at discount 106 19
Days traded at premium 119 41
Days traded at discount 106 19
Days traded at premium 119 41
Days traded at discount 106 19
Days traded at premium 119 41
Days traded at discount 106 19
Days traded at premium 119 41
Days traded at discount 106 19
Days traded at premium 119 41
Days traded at discount 106 19
Days traded at premium 119 41
Days traded at discount 106 19
Days traded at premium 119 41
Days traded at discount 106 19