SY1KPR | Syntax Stratified 1000 Index

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 Facts

Number of Constituents 1014
Weighting Methodology Stratified
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 12/01/2022) 138.6

Index Performance

Multi-Horizon Returns
(% as of 09/30/2022)
YTD3Q221Y3Y5Y7Y10YSince 09.30.98
Stratified 1000-21.44-5.24-16.705.876.869.3011.1211.29
Russell 1000-24.59-4.61-17.227.959.0011.1511.607.57
Russell 1000 Eq. Weight-20.65-5.18-15.716.956.569.0710.178.56

Annual Index Performance
(% as of 09/30/2022)
Stratified 100022.1114.7028.58-7.3819.3214.51-1.3014.0438.2018.06
Russell 100026.4520.9631.43-4.7821.6912.050.9213.2433.1116.42
Russell 1000 Eq. Weight23.3516.4324.73-8.7717.3716.37-4.0111.0635.2816.50

Index Statistics
(as of 09/30/2022)
Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified 100015.90.654.3597.198.0
Russell 100014.70.74-100.0100.0
Russell 1000 Eq. Weight16.60.575.1197.2104.0

Index Fundamentals
(as of 09/30/2022)
BetaDividend YieldP / E RatioP / B Ratio
Stratified 10001.041.9014.32.21
Russell 10001.001.7516.53.29
Russell 1000 Eq. Weight1.081.8115.92.21

Top Holdings
(as of 09/30/2022)
CompanyWeight (%)
Exxon Mobil Corporation0.86
Chevron Corporation0.85
CVS Health Corporation0.77
Chipotle Mexican Grill Inc.0.64
Starbucks Corporation0.62
Darden Restaurants Inc.0.60
Motorola Solutions Inc.0.59
Walgreens Boots Alliance Inc.0.57
Apple Inc.0.56
Reynolds Consumer Products Inc0.54

Sector Allocation
(as of 09/30/2022)
  • Energy
  • Food
  • Consumer
  • Info. Tools
  • Information
  • Industrials
  • Healthcare
  • Financials