C000218427 Performance — Syntax Stratified U.S. Total Market Hedged ETF
Data updated: 2024-08-21
C000218427 returned +3.75% over one year to Jun 2024. The annualised 3-year return is +2.17%. Against its US Small Blend category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $107, against $99 for the category, and to $104 over one year, against $110. Volatility over the past three years was 11.03% a year. In the 12 months to Jun 2024 the fund lost a net $5.8M, and assets reached $32.35M.
C000218427 Growth of $100
What $100 invested in Syntax Stratified U.S. Total Market Hedged ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Small Blend category average over the same months.
| Period | C000218427 | Category average |
|---|---|---|
| 1 year (Jul 2023 – Jun 2024) | $104 | $110 |
| 3 years (Jul 2021 – Jun 2024) | $107 | $99 |
| Since data start (Jun 2021 – Jun 2024) | $106 | $100 |
C000218427 Trailing Returns
Total returns to Jun 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +3.75% |
| 3 years (annualised) | +2.17% |
C000218427 Annual Returns
Calendar-year total returns of Syntax Stratified U.S. Total Market Hedged ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Jun) | −0.18% |
| 2023 | +6.14% |
| 2022 | −3.54% |
| 2021 (Jun–Dec) | +3.54% |
C000218427 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 | −1.4% | +1.9% | +3.3% | −3.8% | +1.3% | −1.3% | — | — | — | — | — | — |
| 2023 | +3.8% | −2.6% | −1.0% | −0.3% | −3.4% | +5.9% | +3.2% | −2.9% | −3.9% | −3.4% | +5.3% | +6.1% |
| 2022 | −3.1% | −0.1% | +0.6% | −2.7% | +0.6% | −3.8% | +2.2% | −1.1% | −2.7% | +6.4% | +3.9% | −3.1% |
| 2021 | — | — | — | — | — | −0.8% | +0.5% | +1.5% | −2.4% | +2.7% | −1.5% | +3.5% |
C000218427 Risk
Risk measures from monthly returns over Jul 2021 – Jun 2024.
- 3-year volatility (annualised): 11.03%
- 3-year Sharpe ratio: -0.21 (vs 4.5% risk-free rate)
- Best month: +6.40% (Oct 2022)
- Worst month: −3.90% (Sep 2023)
C000218427 Fund Flows
Monthly money in and out of Syntax Stratified U.S. Total Market Hedged ETF, from SEC Form N-PORT.
- 12-month net flow: −$5.8M
- 12-month gross sales (incl. reinvestments): $0
- Sales ÷ redemptions: 0.00×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2024 | $0 | $1.0M | −$1.0M |
| May 2024 | $0 | $1.0M | −$1.0M |
| Apr 2024 | $0 | $0 | $0 |
| Mar 2024 | $0 | $0 | $0 |
| Feb 2024 | $0 | $996K | −$996K |
| Jan 2024 | $0 | $0 | $0 |
| Dec 2023 | $0 | $0 | $0 |
| Nov 2023 | $0 | $0 | $0 |
| Oct 2023 | $0 | $2.8M | −$2.8M |
| Sep 2023 | $0 | $0 | $0 |
| Aug 2023 | $0 | $0 | $0 |
| Jul 2023 | $0 | $0 | $0 |
C000218427 Assets Under Management
Net assets of Syntax Stratified U.S. Total Market Hedged ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-06-30 | $32.35M |
| 2024-03-31 | $35.77M |
| 2023-12-31 | $35.46M |
| 2023-09-30 | $36.07M |
| 2023-06-30 | $37.48M |
| 2023-03-31 | $36.75M |
| 2022-12-31 | $39.59M |
| 2022-09-30 | $41.02M |
| 2022-06-30 | $41.73M |
| 2022-03-31 | $46.35M |
| 2021-12-31 | $45.53M |
| 2021-09-30 | $43.92M |
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.