SPVP
Syntax Stratified Indices

Syntax US Large Cap Value Index

Index Facts

Number of Constituents 92
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 05/22/2020) 1292.85

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 03/31/2020)

YTD1Q201Y3Y5Y7Y10YSince 12/31/15
Stratified LargeCap Value-29.5-29.5-19.8-2.6---2.8
S&P 500 Value-25.3-25.3-12.20.13.46.58.24.7

Annual Index Performance (% as of 03/31/2020)

2019201820172016201520142013201220112010
Stratified LargeCap Value31.1-9.416.215.8------
S&P 500 Value31.9-9.015.417.4-3.112.432.017.7-0.515.1

Top Holdings (as of 03/31/2020)

CompanyWeight (%)
Kroger Co.4.69
Church & Dwight Co. Inc.2.06
Chipotle Mexican Grill Inc.1.77
Archer-Daniels-Midland Company1.73
Cerner Corporation1.72
CVS Health Corporation1.60
Analog Devices Inc.1.50
J.M. Smucker Company1.21
Garmin Ltd.1.14
Henry Schein Inc.1.14