Syntax Stratified Indices

Syntax Stratified 1000 Index

Index Facts

Number of Constituents 1001
Strategy Stratified-Weight
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SY1KPR
Index Inception Date August 21, 2019
Base Index Value 100
Total Return Index Value (as of 10/21/2020) 105.9

Index Description

The Syntax Stratified 1000 Index is the stratified-weight version of the widely-used Russell 1000 Index. The index holds the same constituents as the Russell 1000, but the weight of each company in the Syntax Stratified 1000 Index is based on Syntax’s patented methodology to control exposure to related business risks (RBRs).

Index Performance

Multi-Horizon Returns (% as of 09/30/2020)

YTD3Q201Y3Y5Y7Y10YSince 09/30/98
Syntax Stratified 1000-
Russell 10006.49.516.012.414.112.513.87.9
Russell 1000 Equal Weight-

Annual Index Performance (% as of 09/30/2020)

Syntax Stratified 100028.6-7.419.314.5-1.314.
Russell 100031.4-4.821.712.10.913.
Russell 1000 Equal Wt.24.7-8.817.416.4-

Index Statistics (as of 09/30/2020)

Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Syntax Stratified 100015.00.803.697.9105.8
Russell 100013.50.98---
Russell 1000 Equal Wt.15.80.704.597.6112.2

Index Fundamentals (as of 09/30/2020)

BetaDiv. Yld.P / E RatioP / B Ratio
Syntax Stratified 10001.082.2727.62.0
Russell 10001.001.6727.43.5
Russell 1000 Equal Wt.1.132.1932.12.0

Top Holdings (as of 09/30/2020)

CompanyWeight (%)
Chevron Corporation0.78
Exxon Mobil Corporation0.78
Walgreens Boots Alliance Inc0.69
CVS Health Corporation0.69
Sysco Corporation0.53
Darden Restaurants Inc.0.52
US Foods Holding Corp.0.52
Starbucks Corporation0.52
Altria Group Inc0.52

Sector Allocation (as of 09/30/2020)

  • Energy
  • Food
  • Consumer
  • Info. Tools
  • Information
  • Industrials
  • Healthcare
  • Financials