SPVP
Syntax Stratified Indices

Syntax US Large Cap Value Index

Index Facts

Number of Constituents 144
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 02/20/2019) 1404.9

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 12/31/18)

20184Q181Y3Y5Y7Y10YSince 12/31/15
Stratified LargeCap Value-9.4-14.7-9.4----6.8
S&P 500 Value-9.0-12.0-9.07.26.111.111.27.2

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

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 12/31/18)

CompanyWeight (%)
Kroger Co.3.56
Procter & Gamble Company2.07
Chipotle Mexican Grill Inc.1.79
Chevron Corporation1.74
Darden Restaurants Inc.1.71
Archer-Daniels-Midland Company1.58
Exxon Mobil Corporation1.55
Oracle Corporation1.52
Newmont Mining Corporation1.42
CVS Health Corporation1.42