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 148
Weighting Methodology Stratified
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 12/01/2022) 2227.13

Index Performance

Multi-Horizon Returns
(% as of 09/30/2022)
YTD3Q221Y3Y5Y7Y10YSince 12.31.15
Stratified LargeCap Value-18.59-6.81-12.448.318.08--9.81
S&P 500 Value-16.56-5.82-9.635.116.178.959.638.35

Annual Index Performance
(% as of 09/30/2022)
2021202020192018201720162015201420132012
Stratified LargeCap Value31.2710.2031.06-9.3916.1715.75----
S&P 500 Value24.901.3631.93-8.9515.3617.40-3.1312.3631.9917.68

Index Statistics
(as of 09/30/2022)
Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified LargeCap Value21.00.335.36108.7102.5
S&P 500 Value17.70.28-100.0100.0

Top Holdings
(as of 09/30/2022)
CompanyWeight (%)
Kroger Co.3.15
Garmin Ltd.2.13
Marathon Petroleum Corporation1.77
Phillips 661.70
Darden Restaurants Inc.1.66
Church & Dwight Co. Inc.1.59
Tyson Foods Inc. Class A1.56
Procter & Gamble Company1.55
Chipotle Mexican Grill Inc.1.51
Walgreens Boots Alliance Inc.1.39