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 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 05/13/2021) 141.12

Index Performance

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

YTD1Q211Y3Y5Y7Y10YSince 09/30/98
Syntax Stratified 100010.910.977.115.215.012.313.612.8
Russell 10005.95.960.617.316.713.614.08.6
Russell 1000 Equal Weight10.710.780.814.214.110.812.1-

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

2020201920182017201620152014201320122011
Syntax Stratified 100014.728.6-7.419.314.5-1.314.038.218.11.6
Russell 100021.031.4-4.821.712.10.913.233.116.41.5
Russell 1000 Equal Wt.16.424.7-8.817.416.4-4.011.135.316.50.7

Index Statistics (as of 03/31/2021)

Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Syntax Stratified 100015.70.854.0100.8103.0
Russell 100013.90.97---
Russell 1000 Equal Wt.16.50.744.899.2109.6

Index Fundamentals (as of 03/31/2021)

BetaDiv. Yld.P / E RatioP / B Ratio
Syntax Stratified 10001.101.8829.92.4
Russell 10001.001.4728.64.0
Russell 1000 Equal Wt.1.141.7732.52.4

Top Holdings (as of 03/31/2021)

CompanyWeight (%)
Exxon Mobil Corporation0.72
Chevron Corporation0.70
CVS Health Corporation0.66
Walgreens Boots Alliance Inc0.63
Aramark0.62
Roku Inc. Class A0.60
Darden Restaurants Inc.0.58
US Foods Holding Corp.0.57
Starbucks Corporation0.55
Catalent Inc0.53

Sector Allocation (as of 03/31/2021)

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