ssly indicatorssly indicator

Syntax Stratified

SmallCap

SSLY

The Stratified Weight version of the S&P 600®.

ssly index

Fund Snapshot

As of May 17, 2021

NAV $53.07
Market Price $53.07
Premium/Discount 0.00%
Rolling 30 Day Bid/Ask 0.26%

About SSLY

Same stocks as the S&P 600® Index – reweighted and rebalanced using the Stratified Weight Methodology

Seeks to provide investment results that, before expenses, track the performance of the Syntax Stratified SmallCap 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 April 30, 2021

Net Assets $20,975,532.68
Ticker SSLY
CUSIP 87166N304
Asset Class Equity
Listing Exchange NYSE Arca
Fund Inception Date May 28, 2020
Gross Expense Ratio 0.45
Net Expense Ratio* 0.40

Index Details

As of April 30, 2021

Index Name Syntax Stratified SmallCap Index
Index Ticker SYSC
Index Provider Syntax, LLC
Weighting Method Stratified Weight
Rebalance Quarterly
Currency USD
Inception Date January 3, 2020
Number of Holdings 601
Ticker Name Weight (%) Shares Market Value
LQDT LIQUIDITY SERVICES INC 0.88 6,601 $185,752.14
VG VONAGE HOLDINGS CORP 0.67 10,526 $141,574.70
PLXS PLEXUS CORP 0.66 1,417 $139,446.97
AWR AMERICAN STATES WATER CO 0.65 1,787 $138,456.76
SANM SANMINA CORP 0.64 3,228 $136,415.28
CWT CALIFORNIA WATER SERVICE GRP 0.64 2,396 $134,870.84
AVA AVISTA CORP 0.63 2,872 $133,950.08
NWN NORTHWEST NATURAL HOLDING CO 0.62 2,425 $131,483.50
CPK CHESAPEAKE UTILITIES CORP 0.60 1,087 $126,559.41
EHTH EHEALTH INC 0.60 2,014 $126,459.06

Holdings are subject to change.

MONTHLY End Returns

As of April 30, 2021

MTD QTD YTD 1y 3y 5y Incept.
NAV (%) 1.57 1.57 21.77 - - - 76.34
Market Price (%) 1.25 1.25 21.55 - - - 76.38

QUARTER End Returns

As of March 31, 2021

QTD YTD 1y 3y 5y Incept.
NAV (%) 19.89 19.89 - - - 73.62
Market Price (%) 20.05 20.05 - - - 74.19

CALENDAR YEAR Returns

As of December 31, 2020

2020
NAV (%) 44.82
Market Price (%) 45.10

Premium Discount

Calendar Year 2020
Days traded at premium 41 11
Days traded at discount 100 11
Days traded at premium 41 11
Days traded at discount 100 11
Days traded at premium 41 11
Days traded at discount 100 11
Days traded at premium 41 11
Days traded at discount 100 11