SPVP | Syntax US Large Cap Value Index

Index Description

The Syntax US Large Cap Value Index is a stratified-weight index holding large-cap US equities satisfying a value screen. This index aims to hold companies with high book-to-market values relative to their industry group, as defined by Syntax’s FIS codes. Constituents are weighted based on Syntax’s patented methodology to control exposure to related business risks (RBRs).

Index Facts

Number of Constituents 152
Weighting Methodology Stratified
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SPVP
Index Inception Date December 31, 2015
Base Index Value 1000
Total Return Index Value (as of 06/30/2022) 2017.74

Index Performance

Multi-Horizon Returns
(% as of 03/31/2022)
YTD1Q221Y3Y5Y7Y10YSince 12/31/15
Stratified LargeCap Value1.01.013.718.513.9--14.5
S&P 500 Value-0.2-0.212.614.111.110.511.912.2

Annual Index Performance
(% as of 03/31/2022)
Stratified LargeCap Value31.310.231.1-9.416.215.8----
S&P 500 Value24.91.431.9-9.015.417.4-3.112.432.017.7

Top Holdings
(as of 03/31/2022)
CompanyWeight (%)
Kroger Co.3.18
Garmin Ltd.2.04
Phillips 661.70
Marathon Petroleum Corporation1.69
Tyson Foods Inc. Class A1.59
Church & Dwight Co. Inc.1.59
Procter & Gamble Company1.57
Chipotle Mexican Grill Inc.1.54
Darden Restaurants Inc.1.54
Digital Realty Trust Inc.1.40