SOCIAL2PR | Syntax U.S. Social Core Tier 2 Index

Index Description

The Syntax Social Core Tier 2 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, fossil fuels, 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 Facts

Number of Constituents 659
Weighting Methodology Stratified
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SOCIAL2PR
Index Inception Date December 31, 2015
Base Index Value 1000
Total Return Index Value (as of 12/01/2022) 2206.34

Index Performance

Multi-Horizon Returns
(% as of 09/30/2022)
YTD3Q221Y3Y5Y7Y10YSince 12.31.15
Social Core Tier 2-23.33-5.58-16.846.577.21--9.71

Annual Index Performance
(% as of 09/30/2022)
2021202020192018201720162015201420132012
Social Core Tier 225.8216.0428.88-6.8517.5618.30----

Index Statistics
(as of 09/30/2022)
Vol.Sharpe RatioDividend YieldP/E RatioP/B Ratio
Syntax U.S. Social Core Tier 218.30.431.8313.22.22

Top Holdings
(as of 09/30/2022)
CompanyWeight (%)
Macy's Inc1.82
Garmin Ltd.1.21
Xerox Holdings Corporation1.05
CVS Health Corporation0.81
Meta Platforms Inc. Class A0.80
Walgreens Boots Alliance Inc.0.79
Salesforce Inc.0.70
Ingredion Incorporated0.63
Dover Corporation0.62
3M Company0.61