C000180762 Performance — Syntax Stratified LargeCap ETF
Data updated: 2024-08-21
C000180762 returned +12.29% over one year to Jun 2024. The annualised 3-year return is +5.94%. The fund trailed its US Large Blend category average: $100 invested three years ago grew to $119, against $122 for the category, and to $112 over one year, against $119. Volatility over the past three years was 17.42% a year. In the 12 months to Jun 2024 the fund lost a net $12.1M, and assets reached $93.98M.
C000180762 Growth of $100
What $100 invested in Syntax Stratified LargeCap ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | C000180762 | Category average |
|---|---|---|
| 1 year (Jul 2023 – Jun 2024) | $112 | $119 |
| 3 years (Jul 2021 – Jun 2024) | $119 | $122 |
| Since data start (Jan 2020 – Jun 2024) | $158 | $160 |
C000180762 Trailing Returns
Total returns to Jun 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +12.29% |
| 3 years (annualised) | +5.94% |
C000180762 Annual Returns
Calendar-year total returns of Syntax Stratified LargeCap ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Jun) | +5.58% |
| 2023 | +13.68% |
| 2022 | −9.01% |
| 2021 | +28.77% |
| 2020 | +12.18% |
C000180762 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | −0.2% | +3.8% | +4.4% | −4.5% | +2.8% | −0.5% | — | — | — | — | — | — |
| 2023 | +6.8% | −3.5% | 0.0% | +0.5% | −3.5% | +7.0% | +3.6% | −2.9% | −4.6% | −3.6% | +8.2% | +6.3% |
| 2022 | −3.9% | −0.6% | +2.6% | −5.6% | +1.1% | −8.9% | +8.1% | −3.2% | −9.0% | +10.2% | +6.7% | −4.7% |
| 2021 | −0.4% | +5.2% | +5.8% | +4.3% | +1.8% | +0.5% | +1.3% | +2.3% | −3.9% | +5.1% | −2.1% | +6.3% |
| 2020 | −1.8% | −9.1% | −16.4% | +14.0% | +4.3% | +1.3% | +4.5% | +4.5% | −3.0% | −0.9% | +14.0% | +4.3% |
C000180762 Risk
Risk measures from monthly returns over Jul 2021 – Jun 2024.
- 3-year volatility (annualised): 17.42%
- 3-year Sharpe ratio: 0.08 (vs 4.5% risk-free rate)
- Best month: +10.24% (Oct 2022)
- Worst month: −9.00% (Sep 2022)
C000180762 Fund Flows
Monthly money in and out of Syntax Stratified LargeCap ETF, from SEC Form N-PORT.
- 12-month net flow: −$12.1M
- 12-month gross sales (incl. reinvestments): $10.6M
- Sales ÷ redemptions: 0.47×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2024 | $0 | $0 | $0 |
| May 2024 | $1.9M | $0 | $1.9M |
| Apr 2024 | $0 | $0 | $0 |
| Mar 2024 | $1.9M | $3.7M | −$1.9M |
| Feb 2024 | $0 | $5.4M | −$5.4M |
| Jan 2024 | $0 | $0 | $0 |
| Dec 2023 | $0 | $1.7M | −$1.7M |
| Nov 2023 | $1.7M | $4.8M | −$3.2M |
| Oct 2023 | $0 | $0 | $0 |
| Sep 2023 | $1.7M | $0 | $1.7M |
| Aug 2023 | $1.7M | $3.5M | −$1.8M |
| Jul 2023 | $1.7M | $3.5M | −$1.7M |
C000180762 Assets Under Management
Net assets of Syntax Stratified LargeCap ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-06-30 | $93.98M |
| 2024-03-31 | $94.29M |
| 2023-12-31 | $94.34M |
| 2023-09-30 | $91.56M |
| 2023-06-30 | $97.09M |
| 2023-03-31 | $101.78M |
| 2022-12-31 | $97.22M |
| 2022-09-30 | $92.56M |
| 2022-06-30 | $92.70M |
| 2022-03-31 | $99.55M |
| 2021-12-31 | $108.68M |
| 2021-09-30 | $97.19M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.