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 03/23/2023) 2081.83

Index Performance

Multi-Horizon Returns
(% as of 12/31/2022)
YTD4Q221Y3Y5Y7Y10YSince 12.31.15
Stratified LargeCap Value-8.3412.59-8.349.869.5011.31-11.31
S&P 500 Value-5.2213.59-

Annual Index Performance
(% as of 12/31/2022)
Stratified LargeCap Value-8.3431.2710.2031.06-9.3916.1715.75---
S&P 500 Value-5.2224.901.3631.93-8.9515.3617.40-3.1312.3631.99

Index Statistics
(as of 12/31/2022)
Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified LargeCap Value21.80.375.39108.9103.5
S&P 500 Value18.60.34-100.0100.0

Top Holdings
(as of 12/31/2022)
CompanyWeight (%)
Kroger Co3.21
Garmin Ltd2.07
Marathon Petroleum Corp.1.69
Phillips 661.66
Archer-Daniels-Midland Co1.61
Procter & Gamble1.60
Church & Dwight Co1.58
Darden Restaurants Inc1.55
Chipotle Mexican Grill Inc1.45
Meta Platforms Inc. Class A1.42