Syntax Stratified SmallCap ETF (SSLY)
SSLY is a passive ETF by Syntax Advisors tracking the investment results of the Syntax Stratified SmallCap Index. SSLY launched on May 28, 2020 and has a 0.40% expense ratio.
ETF Info
May 28, 2020
North America (U.S.)
1x
Syntax Stratified SmallCap Index
Micro-Cap
Blend
Expense Ratio
SSLY features an expense ratio of 0.40%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Syntax Stratified SmallCap ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
SSLY
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^GSPC (Benchmark)
4.46%
2.46%
9.31%
23.49%
13.03%
11.31%
Monthly Returns
The table below presents the monthly returns of SSLY, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -4.50% | 3.52% | 2.60% | -6.23% | 5.14% | -3.43% | 10.44% | -1.63% | 4.23% | ||||
| 2023 | 11.61% | -1.89% | -5.29% | -2.72% | -1.28% | 6.88% | 4.39% | -5.04% | -6.52% | -6.44% | 7.68% | 12.23% | 11.56% |
| 2022 | -7.56% | 0.94% | 0.10% | -8.48% | 1.28% | -8.46% | 10.27% | -4.07% | -11.18% | 12.68% | 3.89% | -6.59% | -18.58% |
| 2021 | 10.45% | 4.97% | 3.53% | 1.26% | 2.49% | 0.73% | -2.79% | 1.55% | -2.86% | 2.68% | -2.70% | 4.26% | 25.34% |
| 2020 | 5.42% | 5.03% | 4.74% | -4.35% | 1.67% | 19.36% | 8.81% | 46.47% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SSLY is 18, meaning it’s performing worse than 82% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Syntax Stratified SmallCap ETF (SSLY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Syntax Stratified SmallCap ETF provided a 0.85% dividend yield over the last twelve months, with an annual payout of $0.67 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|
| Dividend | $0.67 | $0.52 | $0.46 | $3.58 | $0.37 |
Dividend yield | 0.85% | 1.16% | 1.12% | 7.10% | 0.87% |
Monthly Dividends
The table displays the monthly dividend distributions for Syntax Stratified SmallCap ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.67 | $0.67 | |||
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.52 | $0.52 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.46 | $0.46 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.58 | $3.58 |
| 2020 | $0.37 | $0.37 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Syntax Stratified SmallCap ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Syntax Stratified SmallCap ETF was 29.61%, occurring on Oct 27, 2023. The portfolio has not yet recovered.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.61% | Nov 8, 2021 | 496 | Oct 27, 2023 | — | — | — |
| -15.39% | Jun 9, 2020 | 3 | Jun 11, 2020 | 41 | Aug 10, 2020 | 44 |
| -9.99% | Sep 3, 2020 | 15 | Sep 24, 2020 | 10 | Oct 8, 2020 | 25 |
| -9.24% | Jun 9, 2021 | 28 | Jul 19, 2021 | 76 | Nov 3, 2021 | 104 |
| -8.8% | Mar 15, 2021 | 8 | Mar 24, 2021 | 52 | Jun 8, 2021 | 60 |
Volatility
Volatility Chart
The current Syntax Stratified SmallCap ETF volatility is 5.33%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.