SYCPS | Syntax Stratified Consumer Index

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 Facts

Number of Constituents 99
Weighting Methodology Stratified
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 12/01/2022) 2260.39

Index Performance

Multi-Horizon Returns
(% as of 09/30/2022)
YTD3Q221Y3Y5Y7Y10YSince 12.20.91
Stratified Consumer-33.69-8.41-27.770.451.903.166.909.89
Cap-weight Consumer-29.26-0.18-15.314.787.857.6310.089.61

Annual Index Performance
(% as of 09/30/2022)
2021202020192018201720162015201420132012
Stratified Consumer23.2616.1324.30-13.9312.149.52-7.7814.4341.0518.37
Cap-weight Consumer34.7316.5730.63-8.0016.473.20-0.9916.9736.1717.85

Index Statistics
(as of 09/30/2022)
Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified Consumer19.40.328.5798.9115.6
Cap-weight Consumer16.40.57-100.0100.0

Top Holdings
(as of 09/30/2022)
CompanyWeight (%)
Church & Dwight Co. Inc.2.92
Kimberly-Clark Corporation2.88
Procter & Gamble Company2.85
Clorox Company2.83
Energizer Holdings Inc.2.79
Scotts Miracle-Gro Company Class A2.46
Colgate-Palmolive Company2.17
Estee Lauder Companies Inc. Class A2.11
Nu Skin Enterprises Inc. Class A2.09
Coty Inc. Class A1.93