SW5K | Syntax Stratified Wilshire 5000 Index

Index Description

The Syntax Stratified Wilshire 5000 Index is the stratified-weight version of the widely-used Wilshire 5000 Index. The index holds the same constituents as the Wilshire 5000, but the weight of each company in the Syntax Stratified Wilshire 5000 Index is based on Syntax's patented methodology to control exposure to related business risks (RBRs).

Index Facts

Number of Constituents 3478
Weighting Methodology Stratified
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SW5K
Index Inception Date March 31, 2017
Base Index Value 1000
Total Return Index Value (as of 12/01/2022) 1594.91

Index Performance

Multi-Horizon Returns
(% as of 09/30/2022)
YTD3Q221Y3Y5Y7Y10YSince 03.31.17
Stratified 5000-24.38-5.10-23.078.696.04--6.55
Wilshire 5000-24.41-4.45-17.178.078.8511.1511.539.47

Annual Index Performance
(% as of 09/30/2022)
2021202020192018201720162015201420132012
Stratified 500025.1627.6622.05-11.068.12-----
Wilshire 500026.7020.8231.02-5.2720.9913.370.6712.7133.0616.06

Index Statistics
(as of 09/30/2022)
Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified 500025.10.3210.6294.490.8
Wilshire 500020.90.35-100.0100.0

Index Fundamentals
(as of 09/30/2022)
BetaDividend YieldP / E RatioP / B Ratio
Stratified 50001.091.53133.11.54
Wilshire 50001.001.7017.23.10

Top Holdings
(as of 09/30/2022)
CompanyWeight (%)
Exxon Mobil Corporation0.85
Chevron Corporation0.83
BJ's Wholesale Club Holdings Inc.0.39
CVS Health Corporation0.38
Clorox Company0.38
Procter & Gamble Company0.37
PetMed Express Inc.0.36
Walmart Inc.0.35
Sanmina Corporation0.33
Jabil Inc.0.33