SYSC | Syntax Stratified SmallCap Index

Index Description

The Syntax Stratified SmallCap Index is the stratified-weight version of the widely-used S&P 600® Index. The index holds the same constituents as the S&P 600, but the weight of each company in the Syntax Stratified SmallCap Index is based on Syntax’s patented methodology to control exposure to related business risks (RBRs).

Index Facts

Number of Constituents 601
Weighting Methodology Stratified
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SYSC
Index Inception Date January 3, 2020
Total Return Index Value as of 12/13/2023 2417.59

Index Performance

Multi-Horizon Returns % as of 2023-09-30
YTD3Q231Y3Y5Y7Y10YSince 12.20.13
Stratified SmallCap-1.05-7.208.5010.795.028.92-8.52
S&P 6000.81-4.9310.0812.093.217.778.157.46
S&P 600 Eq. Weight-1.22-5.029.0413.993.807.787.827.01
Annual Index Performance % as of 2023-09-30
Stratified SmallCap-18.2127.3425.2323.43-6.9311.5025.35-0.796.47-
S&P 600-16.1026.8211.2922.78-8.4813.2326.56-1.975.7641.31
S&P 600 Eq. Weight-16.2332.5014.7121.01-10.2610.3229.42-6.334.4743.77
Index Statistics as of 2023-09-30
Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified SmallCap22.60.323.75104.1101.0
S&P 60021.80.28-100.0100.0
S&P 600 Eq. Weight24.20.253.85107.8109.5
Index Fundamentals as of 2023-09-30
BetaDividend YieldP / E Ratio
Stratified SmallCap1.022.10115.4
S&P 6001.002.2724.7
Top Holdings as of 2023-09-30
Click on a company name to view more information on key statistics, classification and more. Premium data requires an Affinity login.
Company Weight (%)
CareTrust REIT Inc 0.63
Sanmina Corp 0.63
Vericel Corporation 0.63
Plexus Corp 0.62
Leslie Inc. 0.61
Eplus Inc 0.60
Haverty Furniture 0.59
Perficient Inc 0.59
Consensus Cloud Solutions Inc. 0.58
Embecta Corp 0.58
Sector Allocation as of 2023-09-30
  • Energy
  • Food
  • Consumer
  • Info. Tools
  • Information
  • Industrials
  • Healthcare
  • Financials