SY3000 | Syntax US 3000 Index

Index Description

The Syntax US 3000 Index is a float-adjusted market capitalization-weighted equity index of the 3000 largest publicly traded US companies as ranked by their float market caps, subject to screens for liquidity. Companies are defined as US according to Syntax’s proprietary country classification methodology, which considers regulatory filings, currencies of accounting and distribution, and use of tax havens.

The goal of the Index is to reflect the performance of the broad investible US market, providing an unbiased benchmark and a regularly refreshed universe for index development. To qualify for inclusion, a company’s stock must have a 20-day average daily traded value of at least ten thousand dollars, a float factor of at least 20% and a share price of at least one dollar as of the snapshot date for eligibility data used in the quarterly rebalancing.

Index Facts

Number of Constituents 2997
Weighting Methodology Float Market Cap
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SY3000
Index Inception Date June 17, 2022
Base Index Value 1000
Total Return Index Value (as of 12/01/2022) 4899.3

Index Performance

Multi-Horizon Returns
(% as of 09/30/2022)
YTD3Q221Y3Y5Y7Y10YSince 12.17.99
US 3000-24.88-4.32-18.037.528.5710.8611.356.35
Russell 3000-24.62-4.46-17.637.708.6210.9011.396.50

Annual Index Performance
(% as of 09/30/2022)
2021202020192018201720162015201420132012
US 300025.4820.9631.06-5.1821.5012.800.1512.5633.6016.30
Russell 300025.6620.8931.02-5.2421.1312.740.4812.5633.5516.42

Index Statistics
(as of 09/30/2022)
Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
US 300014.90.710.22100.0100.3
Russell 300014.80.72-100.0100.0

Top Holdings
(as of 09/30/2022)
CompanyWeight (%)
APPLE INC6.21
MICROSOFT CORP4.86
ALPHABET INC3.07
AMAZON.COM INC2.9
TESLA INC1.95
BERKSHIRE HATHAWAY INC1.35
UNITEDHEALTH GROUP INC1.31
JOHNSON & JOHNSON1.2
EXXON MOBIL CORP1.02
Meta Platforms Inc0.86