SYCORE | Syntax Stratified Core Index

Index Description

The Syntax Stratified Core Index is the stratified-weight version of the S&P 900® Index, which combines the S&P 500 Index and S&P MidCap 400 Index. The index holds the same constituents as the S&P 900, but the weight of each company in the Syntax Stratified Core Index is based on Syntax’s patented methodology to control exposure to related business risks (RBRs).

Index Facts

Number of Constituents 904
Weighting Methodology Stratified
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SYCORE
Index Inception Date December 27, 2016
Base Index Value 100
Total Return Index Value (as of 12/01/2022) 4800.98

Index Performance

Multi-Horizon Returns
(% as of 09/30/2022)
YTD3Q221Y3Y5Y7Y10YSince 12.20.91
Stratified Core-18.74-4.36-12.167.977.7010.0811.3112.79
S&P 900-23.73-4.74-15.468.039.0111.2311.609.89
S&P 900 Eq. Weight-20.74-4.28-14.157.907.399.6310.7411.49

Annual Index Performance
(% as of 09/30/2022)
2021202020192018201720162015201420132012
Stratified Core26.7713.6727.05-8.0717.4716.84-2.7313.6136.4717.87
S&P 90028.4818.1031.14-4.8621.4012.611.1113.3632.4816.16
S&P 900 Eq. Weight29.0214.3726.99-9.2914.3019.04-3.7512.0535.7617.79

Index Statistics
(as of 09/30/2022)
Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified Core15.70.674.22100.2102.0
S&P 90014.50.75-100.0100.0
S&P 900 Eq. Weight16.70.605.24101.6108.0

Index Fundamentals
(as of 09/30/2022)
BetaDividend YieldP / E RatioP / B RatioTurnover (%)
Stratified Core1.041.9912.52.1829.6
S&P 9001.001.7915.93.252.3
S&P 900 Eq. Weight1.102.0013.02.0925.00

Top Holdings
(as of 09/30/2022)
CompanyWeight (%)
Exxon Mobil Corporation0.80
Chevron Corporation0.78
CVS Health Corporation0.71
Walgreens Boots Alliance Inc.0.69
Microsoft Corporation0.54
Motorola Solutions Inc.0.53
Apple Inc.0.52
Sprouts Farmers Market Inc.0.42
Walmart Inc.0.41
Ingredion Incorporated0.41

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