SYCPS
Syntax Stratified Indices

Syntax Stratified Consumer Index

Index Facts

Number of Constituents 101
Strategy Stratified-Weight
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SYCPS
Index Inception Date December 27, 2016
Base Index Value 100
Total Return Index Value (as of 01/21/2021) 2375.57

Index Description

The Syntax Stratified Consumer Index is a stratified-weight index of S&P 900 companies that operate in the consumer products sector. It uses Syntax’s patented methodology to control exposure to related business risks (RBRs). The Syntax Sector Indices hold the constituents of the S&P 900, with every constituent in the S&P 900 assigned to exactly one sector index.

Index Performance

Multi-Horizon Returns (% as of 12/31/2020)

20204Q201Y3Y5Y7Y10YSince 12/20/91
Stratified Consumer16.123.816.17.58.87.010.611.3
Cap-weighted Consumer16.69.716.611.911.010.012.410.4

Annual Index Performance (% as of 12/31/2020)

2020201920182017201620152014201320122011
Stratified Consumer16.124.3-13.912.19.5-7.814.441.018.41.9
Cap-weighted Consumer16.630.6-8.016.53.2-1.017.036.217.92.6

Index Statistics (as of 12/31/2020)

Vol.Sharpe RatioDiv. Yld.P / E RatioP / B Ratio
Stratified Consumer18.70.601.6945.68.27
Cap-weighted Consumer14.50.841.2652.918.48

Top Holdings (as of 12/31/2020)

CompanyWeight (%)
Procter & Gamble Company2.78
Kimberly-Clark Corporation2.77
Scotts Miracle-Gro Company Class A2.76
Clorox Company2.76
Church & Dwight Co. Inc.2.75
Energizer Holdings Inc.2.74
Hanesbrands Inc.2.10
Columbia Sportswear Company2.06
Nu Skin Enterprises Inc. Class A1.73
Estee Lauder Companies Inc. Class A1.70