SPVP
Syntax Stratified Indices

Syntax US Large Cap Value Index

Index Facts

Number of Constituents 147
Strategy Stratified-Weight
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SPVP
Index Inception Date December 31, 2015
Base Index Value 100
Total Return Index Value (as of 06/20/2019) 1435.68

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 Performance

Multi-Horizon Returns (% as of 03/31/19)

YTD1Q191Y3Y5Y7Y10YSince 12/31/15
Stratified LargeCap Value15.115.16.310.9---11.0
S&P 500 Value12.212.25.910.68.011.014.510.5

Annual Index Performance (% as of 03/31/19)

2018201720162015201420132012201120102009
Stratified LargeCap Value-9.416.215.8-------
S&P 500 Value-9.015.417.4-3.112.432.017.7-0.515.121.2

Top Holdings (as of 03/31/19)

CompanyWeight (%)
Kroger Co.3.14
Chipotle Mexican Grill Inc.1.73
Darden Restaurants Inc.1.71
Coty Inc. Class A1.64
Procter & Gamble Company1.58
Archer-Daniels-Midland Company1.55
Marathon Petroleum Corporation1.54
HollyFrontier Corporation1.47
ANSYS Inc.1.40
Symantec Corporation1.38