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 11/19/2019) 1543.85

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 09/30/19)

YTD3Q191Y3Y5Y7Y10YSince 12/31/15
Stratified LargeCap Value21.42.13.610.0---11.0
S&P 500 Value20.02.85.610.68.511.611.611.0

Annual Index Performance (% as of 09/30/19)

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 09/30/19)

CompanyWeight (%)
Kroger Co.3.15
Marathon Petroleum Corporation1.73
Coty Inc. Class A1.62
HollyFrontier Corporation1.60
Procter & Gamble Company1.60
Chipotle Mexican Grill Inc.1.58
Archer-Daniels-Midland Company1.58
Darden Restaurants Inc.1.55
ANSYS Inc.1.43
Cerner Corporation1.39