Syntax Stratified Indices

Syntax Stratified Core Index

Index Facts

Number of Constituents 906
Strategy Stratified-Weight
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 05/22/2020) 2959.08

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 Performance

Multi-Horizon Returns (% as of 03/31/2020)

YTD1Q201Y3Y5Y7Y10YSince 12/20/91
Stratified Core Index-26.8-26.8-18.4-
S&P 900-20.2-20.2-
S&P 900 Eq. Weight-29.2-29.2-22.0-

Annual Index Performance (% as of 03/31/2020)

Stratified Core Index27.0-8.117.516.8-2.713.636.517.90.524.4
S&P 90031.1-4.921.412.61.113.432.516.21.816.0
S&P 900 Eq. Weight27.0-9.314.319.0-3.712.035.817.8-0.824.6

Index Statistics (as of 03/31/2020)

Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified Core Index15.20.613.5103.8110.6
S&P 90013.50.75---
S&P 900 Eq. Weight16.10.524.5103.6116.1

Index Fundamentals (as of 03/31/2020)

BetaDiv. Yld.P / E RatioP / B RatioTurnover (%)
Stratified Core Index1.102.6118.13.0117.9
S&P 9001.002.2822.05.023.1
S&P 900 Eq. Weight1.164.3017.02.6114.7

Top Holdings (as of 03/31/2020)

CompanyWeight (%)
BJ's Wholesale Club Holdings Inc.0.81
CVS Health Corporation0.76
Walgreens Boots Alliance Inc0.75
Kroger Co.0.75
Costco Wholesale Corporation0.69
Walmart Inc.0.68
Sprouts Farmers Markets Inc.0.68
Chevron Corporation0.65
HP Inc.0.61
Exxon Mobil Corporation0.58

Sector Allocation (as of 03/31/2020)

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