Multi-Horizon Returns (% as of 06/30/2021)
|Syntax Stratified Wilshire 5000||27.9||5.9||75.7||18.9||-||-||-||16.5|
Annual Index Performance (% as of 06/30/2021)
|Syntax Stratified Wilshire 5000||27.7||22.0||-11.1||-||-||-||-||-||-||-|
Index Fundamentals (as of 06/30/2021)
|Div. Yld.||P / E Ratio||P / B Ratio|
|Syntax Stratified Wilshire 5000||1.10||36.2||2.2|
Top Holdings (as of 06/30/2021)
|Exxon Mobil Corporation||0.84|
|Spectrum Brands Holdings Inc.||0.37|
|Procter & Gamble Company||0.37|
|CVS Health Corporation||0.37|
|Church & Dwight Co. Inc.||0.36|
|Costco Wholesale Corporation||0.33|
|Walgreens Boots Alliance Inc||0.32|
Past performance is no guarantee of future results. The inception date of the Syntax Stratified Wilshire 5000 Index ("the Index") is 4/1/2016. Charts and graphs are provided for illustrative purposes only.
The Index is the property of Syntax LLC, which has contracted with Wilshire Associates Incorporated ("Wilshire") to calculate and maintain the Index. The Wilshire 5000 Index was used by Syntax as the reference universe for selection of the companies included in the Index. Wilshire does not in any way sponsor, support, promote or endorse the Index.
Index performance does not represent actual fund or portfolio performance and such performance does not reflect the actual investment experience of any investor. An investor cannot invest directly in an index. In addition, the results actual investors might have achieved would have differed from those shown because of differences in the timing, amounts of their investments, and fees and expenses associated with an investment in a portfolio invested in accordance with an index. None of the Syntax Indices or the benchmark indices portrayed herein charge management fees or incur brokerage expenses, and no such fees or expenses were deducted from the performance shown; provided, however, that the returns of any investment portfolio invested in accordance with such indices would be net of such fees and expenses. Additionally, none of these indices lend securities, and no revenues from securities lending were added to the performance shown. Performance shown is unaudited and subject to revision. This site may include materials and documents containing forward-looking statements which are based on our expectations and projections as of the date made. Past returns are not necessarily predictive of future returns.
The Wilshire 5000 Index is an unmanaged index considered representative of the US large-, mid- and small-cap stock market. Benchmark data for the Wilshire 5000 Index is provided by Wilshire.
Beta is a measure of relative risk, calculated as the covariance of the Index with a benchmark divided by the variance of the benchmark. Volatility is the annualized standard deviation of index returns. Sharpe ratio is a risk- adjusted measure calculated using standard deviation and excess return to determine reward per unit of risk. A higher Sharpe ratio indicates better risk-adjusted performance. Beta, volatility, and Sharpe ratio are calculated using monthly returns from 04/01/2017 to 06/30/2021. Weighted Average Stock Price-to-Earnings Ratio (P/E Ratio) is the harmonic weighted average of the ratio of each stock's share price to its trailing 12 month earnings per share. Weighted Average Stock Price-to-Book-Value Ratio (P/B Ratio) is the harmonic weighted average of the ratio of each stock's market price to its net asset value. Dividend Yield is the harmonic weighted average of the ratio of each stock's annual dividend per share to its market price. Price-to-Earnings, Price-to-Book and Dividend Yield are calculated as of 06/30/2021. Turnover shows the average buying and selling activity in the portfolio in terms of how much of the index's value changed from 04/01/2019 to 06/30/2021 calculated by taking the sum of the daily purchases and sales and dividing the lesser of the absolute value of both by the average assets during the entire period, expressed as an annualized percentage. P/E, P/B, Dividend Yield, and Turnover are calculated by Syntax via FactSet. Top holdings and security classifications used in calculating allocation tables are based on ending weight as of 06/30/2021.