SSLY Performance — Syntax Stratified SmallCap ETF
Data updated: 2024-08-21
SSLY returned +1.25% over one year to Jun 2024. The annualised 3-year return is −4.22%. The fund trailed its US Small Blend category average: $100 invested three years ago grew to $88, against $99 for the category, and to $101 over one year, against $110. Volatility over the past three years was 21.93% a year. In the 12 months to Jun 2024 the fund lost a net $1.1M, and assets reached $17.27M.
SSLY Growth of $100
What $100 invested in Syntax Stratified SmallCap 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 | SSLY | Category average |
|---|---|---|
| 1 year (Jul 2023 – Jun 2024) | $101 | $110 |
| 3 years (Jul 2021 – Jun 2024) | $88 | $99 |
| Since data start (May 2020 – Jun 2024) | $160 | $172 |
SSLY Trailing Returns
Total returns to Jun 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +1.25% |
| 3 years (annualised) | −4.22% |
SSLY Annual Returns
Calendar-year total returns of Syntax Stratified SmallCap ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Jun) | −3.47% |
| 2023 | +11.60% |
| 2022 | −18.55% |
| 2021 | +25.72% |
| 2020 (May–Dec) | +44.82% |
SSLY 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 | −4.6% | +3.6% | +2.6% | −6.2% | +5.4% | −3.6% | — | — | — | — | — | — |
| 2023 | +11.8% | −2.1% | −5.2% | −2.7% | −1.3% | +6.9% | +4.5% | −5.1% | −6.5% | −6.5% | +7.7% | +12.3% |
| 2022 | −7.5% | +0.8% | +0.2% | −8.3% | +1.2% | −8.2% | +9.9% | −4.1% | −11.3% | +12.7% | +4.2% | −6.7% |
| 2021 | +10.3% | +4.9% | +3.6% | +1.6% | +2.2% | +0.9% | −2.7% | +1.5% | −3.0% | +2.8% | −2.7% | +4.5% |
| 2020 | — | — | — | — | −0.7% | +5.2% | +5.2% | +4.4% | −4.3% | +2.0% | +19.1% | +8.5% |
SSLY Risk
Risk measures from monthly returns over Jul 2021 – Jun 2024.
- 3-year volatility (annualised): 21.93%
- 3-year Sharpe ratio: -0.40 (vs 4.5% risk-free rate)
- Best month: +12.67% (Oct 2022)
- Worst month: −11.26% (Sep 2022)
SSLY Fund Flows
Monthly money in and out of Syntax Stratified SmallCap ETF, from SEC Form N-PORT.
- 12-month net flow: −$1.1M
- 12-month gross sales (incl. reinvestments): $0
- Sales ÷ redemptions: 0.00×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2024 | $0 | $0 | $0 |
| May 2024 | $0 | $0 | $0 |
| Apr 2024 | $0 | $0 | $0 |
| Mar 2024 | $0 | $0 | $0 |
| Feb 2024 | $0 | $0 | $0 |
| Jan 2024 | $0 | $0 | $0 |
| Dec 2023 | $0 | $0 | $0 |
| Nov 2023 | $0 | $0 | $0 |
| Oct 2023 | $0 | $0 | $0 |
| Sep 2023 | $0 | $0 | $0 |
| Aug 2023 | $0 | $1.1M | −$1.1M |
| Jul 2023 | $0 | $0 | $0 |
SSLY Assets Under Management
Net assets of Syntax Stratified SmallCap ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-06-30 | $17.27M |
| 2024-03-31 | $18.13M |
| 2023-12-31 | $17.89M |
| 2023-09-30 | $16.00M |
| 2023-06-30 | $18.34M |
| 2023-03-31 | $17.88M |
| 2022-12-31 | $18.26M |
| 2022-09-30 | $17.79M |
| 2022-06-30 | $17.02M |
| 2022-03-31 | $20.00M |
| 2021-12-31 | $21.41M |
| 2021-09-30 | $22.03M |
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.