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 150
Strategy Stratified-Weight
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 04/08/2021) 2092.84

Index Performance

Multi-Horizon Returns (% as of 03/31/2021)

YTD1Q211Y3Y5Y7Y10YSince 12/31/15
Stratified LargeCap Value16.616.682.415.914.8--14.7
S&P 500 Value10.810.850.411.812.310.011.112.2

Annual Index Performance (% as of 03/31/2021)

2020201920182017201620152014201320122011
Stratified LargeCap Value10.231.1-9.416.215.8-----
S&P 500 Value1.431.9-9.015.417.4-3.112.432.017.7-0.5

Top Holdings (as of 03/31/2021)

CompanyWeight (%)
Kroger Co.3.19
HollyFrontier Corporation1.59
Darden Restaurants Inc.1.59
Archer-Daniels-Midland Company1.57
Procter & Gamble Company1.55
Church & Dwight Co. Inc.1.53
Chipotle Mexican Grill Inc.1.51
Exxon Mobil Corporation1.49
Digital Realty Trust Inc.1.43
Analog Devices Inc.1.41