SEADM | Syntax Stratified Europe and Asia Developed Markets Index

Index Description

The Syntax Stratified Europe and Asia Developed Markets Index™ is the stratified-weight version of the MSCI EAFE Index. It holds the same constituents as the MSCI EAFE Index but the weight of each company is based on Syntax’s patented methodology to control exposure to related business risks (RBRs).

Index Facts

Number of Constituents 799
Weighting Methodology Stratified
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SEADM
Index Inception Date December 31, 2015
Base Index Value 100
Total Return Index Value (as of 12/01/2022) 1404.75

Index Performance

Multi-Horizon Returns
(% as of 09/30/2022)
YTD3Q221Y3Y5Y7Y10YSince 12.31.15
SEADM-27.54-9.46-28.01-3.14-0.93--2.53
MSCI EAFE-26.76-9.29-24.75-1.38-0.363.344.152.75
MSCI EAFE Eq. Weight-28.30-9.81-28.49-3.47-1.922.824.212.03

Annual Index Performance
(% as of 09/30/2022)
2021202020192018201720162015201420132012
SEADM6.478.3220.93-10.4626.373.51----
MSCI EAFE11.788.2822.66-13.3625.621.51-0.39-4.4823.2917.90
MSCI EAFE Eq. Weight7.307.4720.76-13.7927.844.123.06-2.5723.1016.91

Index Statistics
(as of 09/30/2022)
Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
SEADM16.2-0.132.6189.992.9
MSCI EAFE16.6-0.09-100.0100.0
MSCI EAFE Eq. Weight17.1-0.182.2694.4101.5

Index Fundamentals
(as of 09/30/2022)
BetaDividend YieldP / E RatioP / B RatioTurnover (%)
SEADM0.962.8914.71.4628.9
MSCI EAFE1.003.4411.51.48100.5
MSCI EAFE Eq. Weight1.023.6212.21.2416.73

Top Holdings
(as of 09/30/2022)
CompanyWeight (%)
EXOR N.V.11.58
Amplifon S.p.A.0.80
Welcia Holdings Co. Ltd.0.75
Mizrahi Tefahot Bank Ltd0.68
AEON Co. Ltd.0.66
Seven & I Holdings Co. Ltd.0.64
ABN AMRO Bank N.V. Depositary receipts0.63
Carrefour SA0.56
Mcdonalds Holdings Company Japan Ltd.0.50
Shell Plc0.48

Sector Allocation
(as of 09/30/2022)
  • Energy
  • Food
  • Consumer
  • Info. Tools
  • Information
  • Industrials
  • Healthcare
  • Financials