SMDY Performance — Syntax Stratified MidCap ETF
Data updated: 2024-08-21
SMDY returned +10.81% over one year to Jun 2024. The annualised 3-year return is +3.10%. The fund trailed its US Mid-Cap Blend category average: $100 invested three years ago grew to $110, against $110 for the category, and to $111 over one year, against $112. Volatility over the past three years was 20.28% a year. In the 12 months to Jun 2024 the fund took in a net $61K, and assets reached $11.67M.
SMDY Growth of $100
What $100 invested in Syntax Stratified MidCap ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Mid-Cap Blend category average over the same months.
| Period | SMDY | Category average |
|---|---|---|
| 1 year (Jul 2023 – Jun 2024) | $111 | $112 |
| 3 years (Jul 2021 – Jun 2024) | $110 | $110 |
| Since data start (Jan 2020 – Jun 2024) | $149 | $146 |
SMDY Trailing Returns
Total returns to Jun 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +10.81% |
| 3 years (annualised) | +3.10% |
SMDY Annual Returns
Calendar-year total returns of Syntax Stratified MidCap ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Jun) | +3.84% |
| 2023 | +17.31% |
| 2022 | −12.61% |
| 2021 | +21.94% |
| 2020 | +15.05% |
SMDY 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 | −2.4% | +4.6% | +4.3% | −5.6% | +4.1% | −0.8% | — | — | — | — | — | — |
| 2023 | +10.3% | −2.2% | −2.8% | −0.8% | −2.4% | +8.3% | +3.9% | −3.3% | −5.4% | −6.0% | +9.6% | +9.0% |
| 2022 | −6.6% | +0.4% | +1.7% | −7.5% | +0.9% | −8.3% | +9.7% | −3.6% | −10.2% | +11.2% | +6.5% | −4.8% |
| 2021 | +3.0% | +5.9% | +4.8% | +4.2% | +0.1% | −0.7% | −0.8% | +1.2% | −3.6% | +4.4% | −3.4% | +5.5% |
| 2020 | −5.2% | −9.3% | −19.8% | +17.0% | +7.5% | +1.6% | +4.6% | +3.3% | −4.0% | +2.2% | +14.9% | +7.3% |
SMDY Risk
Risk measures from monthly returns over Jul 2021 – Jun 2024.
- 3-year volatility (annualised): 20.28%
- 3-year Sharpe ratio: -0.07 (vs 4.5% risk-free rate)
- Best month: +11.24% (Oct 2022)
- Worst month: −10.22% (Sep 2022)
SMDY Fund Flows
Monthly money in and out of Syntax Stratified MidCap ETF, from SEC Form N-PORT.
- 12-month net flow: $61K
- 12-month gross sales (incl. reinvestments): $2.1M
- Sales ÷ redemptions: 1.03×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2024 | $1.1M | $0 | $1.1M |
| May 2024 | $0 | $0 | $0 |
| Apr 2024 | $0 | $0 | $0 |
| Mar 2024 | $1.0M | $1.0M | $688 |
| Feb 2024 | $0 | $0 | $0 |
| Jan 2024 | $0 | $992K | −$992K |
| Dec 2023 | $0 | $0 | $0 |
| Nov 2023 | $0 | $0 | $0 |
| Oct 2023 | $0 | $0 | $0 |
| Sep 2023 | $0 | $0 | $0 |
| Aug 2023 | $0 | $0 | $0 |
| Jul 2023 | $0 | $0 | $0 |
SMDY Assets Under Management
Net assets of Syntax Stratified MidCap ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-06-30 | $11.67M |
| 2024-03-31 | $10.88M |
| 2023-12-31 | $11.24M |
| 2023-09-30 | $10.12M |
| 2023-06-30 | $10.65M |
| 2023-03-31 | $11.08M |
| 2022-12-31 | $10.57M |
| 2022-09-30 | $8.68M |
| 2022-06-30 | $9.15M |
| 2022-03-31 | $9.71M |
| 2021-12-31 | $10.18M |
| 2021-09-30 | $9.80M |
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.