Syntax Stratified Indices

Syntax U.S. Social Core Tier 1 Index

Index Facts

Number of Constituents 693
Strategy Stratified-Weight
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SOCIAL1PR
Index Inception Date December 31, 2015
Base Index Value 100
Total Return Index Value (as of 10/21/2020) 1598.01

Index Description

The Syntax Social Core Tier 1 Index is a stratified-weight index holding large- and mid-cap US equities that satisfy a set of social and environmentally responsible criteria. This index aims to exclude companies that, through their actions, have shown themselves to be incompatible with Syntax’s value screens while promoting those companies with a superior track record of corporate responsibility and sustainability. The index does not hold companies that derive revenue from tobacco, alcohol, gambling, weapons and defense, pornography, for-profit prisons, sweatshops and child labor, or coal, or those that lack women in executive positions or have committed egregious environmental offenses. Constituents are weighted based on Syntax’s patented methodology to control exposure to related business risks (RBRs).

Index Performance

Multi-Horizon Returns (% as of 09/30/2020)

YTD3Q201Y3Y5Y7Y10YSince 12/31/15
Social Core Tier 1-

Annual Index Performance (% as of 09/30/2020)

Social Core Tier 128.6-8.716.117.5------

Index Statistics (as of 09/30/2020)

Vol.Sharpe RatioDiv. Yld.P / E RatioP / B Ratio
Social Core Tier 1--2.2324.02.0

Top Holdings (as of 09/30/2020)

CompanyWeight (%)
Xerox Holdings Corporation1.19
Garmin Ltd.1.18
American Eagle Outfitters Inc.0.91
Urban Outfitters Inc.0.86
CVS Health Corporation0.79
Walgreens Boots Alliance Inc0.78
Scotts Miracle-Gro Company Class A0.62
Abbott Laboratories0.61
Kimberly-Clark Corporation0.61
Johnson & Johnson0.60