Syntax Stratified Indices

Syntax U.S. Social Core Tier 2 Index

Index Facts

Number of Constituents 662
Strategy Stratified-Weight
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SOCIAL2PR
Index Inception Date December 31, 2015
Base Index Value 100
Total Return Index Value (as of 02/20/2019) 1484.93

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 Performance

Multi-Horizon Returns (% as of 12/31/18)

20184Q181Y3Y5Y7Y10YSince 12/31/15
Social Core Tier 2-6.8-12.9-6.8----9.0

Annual Index Performance (% as of 12/31/18)

Social Core Tier 2-6.817.618.3-------

Index Statistics (as of 12/31/18)

Vol.Sharpe RatioDiv. Yld.P / E RatioP / B Ratio
Social Core Tier 2--2.0814.82.61

Top Holdings (as of 12/31/18)

CompanyWeight (%)
Garmin Ltd.1.19
Xerox Corporation1.18
Sysco Corporation0.89
Kroger Co.0.87
CVS Health Corporation0.79
Walgreens Boots Alliance Inc0.78
NRG Energy Inc.0.61
Dillard's Inc. Class A0.61
Urban Outfitters Inc.0.60
Tyson Foods Inc. Class A0.60