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 149
Strategy Stratified-Weight
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 09/23/2021) 2187.4

Index Performance

Multi-Horizon Returns (% as of 06/30/2021)

YTD2Q211Y3Y5Y7Y10YSince 12/31/15
Stratified LargeCap Value24.36.657.516.815.8--15.3
S&P 500 Value16.35.039.513.112.510.011.912.6

Annual Index Performance (% as of 06/30/2021)

Stratified LargeCap Value10.231.1-9.416.215.8-----
S&P 500 Value1.431.9-9.015.417.4-3.112.432.017.7-0.5

Top Holdings (as of 06/30/2021)

CompanyWeight (%)
Kroger Co.3.00
Garmin Ltd.2.09
Darden Restaurants Inc.1.70
Chipotle Mexican Grill Inc.1.68
Exxon Mobil Corporation1.58
Procter & Gamble Company1.55
Church & Dwight Co. Inc.1.54
Chevron Corporation1.54
Tyson Foods Inc. Class A1.54
Twitter Inc.1.52