SYUS Performance — Syntax Stratified U.S. Total Market ETF
Data updated: 2024-08-21
SYUS returned +11.28% over one year to Jun 2024. The annualised 3-year return is +4.97%. The fund beat its US Small Blend category average: $100 invested three years ago grew to $116, against $99 for the category, and to $111 over one year, against $110. Volatility over the past three years was 17.84% a year. In the 12 months to Jun 2024 the fund took in a net $4.4M, and assets reached $21.25M.
SYUS Growth of $100
What $100 invested in Syntax Stratified U.S. Total Market 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 | SYUS | Category average |
|---|---|---|
| 1 year (Jul 2023 – Jun 2024) | $111 | $110 |
| 3 years (Jul 2021 – Jun 2024) | $116 | $99 |
| Since data start (Mar 2021 – Jun 2024) | $124 | $106 |
SYUS Trailing Returns
Total returns to Jun 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +11.28% |
| 3 years (annualised) | +4.97% |
SYUS Annual Returns
Calendar-year total returns of Syntax Stratified U.S. Total Market ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Jun) | +4.85% |
| 2023 | +13.90% |
| 2022 | −10.05% |
| 2021 (Mar–Dec) | +15.21% |
SYUS 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 | −0.6% | +3.9% | +4.2% | −4.8% | +2.9% | −0.7% | — | — | — | — | — | — |
| 2023 | +7.3% | −3.1% | −0.7% | +0.2% | −3.2% | +7.2% | +3.5% | −2.9% | −4.8% | −4.0% | +8.3% | +6.7% |
| 2022 | −4.5% | −0.4% | +2.5% | −6.1% | +1.2% | −9.0% | +8.6% | −3.2% | −9.3% | +10.4% | +6.4% | −4.8% |
| 2021 | — | — | +0.8% | +4.0% | +1.7% | +0.3% | +0.7% | +2.2% | −3.7% | +4.8% | −2.3% | +6.1% |
SYUS Risk
Risk measures from monthly returns over Jul 2021 – Jun 2024.
- 3-year volatility (annualised): 17.84%
- 3-year Sharpe ratio: 0.03 (vs 4.5% risk-free rate)
- Best month: +10.42% (Oct 2022)
- Worst month: −9.30% (Sep 2022)
SYUS Fund Flows
Monthly money in and out of Syntax Stratified U.S. Total Market ETF, from SEC Form N-PORT.
- 12-month net flow: $4.4M
- 12-month gross sales (incl. reinvestments): $8.9M
- Sales ÷ redemptions: 2.00×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2024 | $0 | $0 | $0 |
| May 2024 | $2.4M | $0 | $2.4M |
| Apr 2024 | $0 | $0 | $0 |
| Mar 2024 | $0 | $0 | $0 |
| Feb 2024 | $2.3M | $1.1M | $1.1M |
| Jan 2024 | $0 | $1.1M | −$1.1M |
| Dec 2023 | $0 | $0 | $0 |
| Nov 2023 | $2.1M | $0 | $2.1M |
| Oct 2023 | $0 | $0 | $0 |
| Sep 2023 | $0 | $0 | $0 |
| Aug 2023 | $2.1M | $2.2M | −$96K |
| Jul 2023 | $0 | $0 | $0 |
SYUS Assets Under Management
Net assets of Syntax Stratified U.S. Total Market ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-06-30 | $21.25M |
| 2024-03-31 | $19.40M |
| 2023-12-31 | $18.02M |
| 2023-09-30 | $14.44M |
| 2023-06-30 | $15.10M |
| 2023-03-31 | $17.64M |
| 2022-12-31 | $12.06M |
| 2022-09-30 | $8.22M |
| 2022-06-30 | $6.71M |
| 2022-03-31 | $9.97M |
| 2021-12-31 | $17.03M |
| 2021-09-30 | $15.91M |
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.