SYCPS
Syntax Stratified Indices

Syntax Stratified Consumer Index

Index Facts

Number of Constituents 99
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 05/22/2020) 1488.35

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 03/31/2020)

YTD1Q201Y3Y5Y7Y10YSince 12/20/91
Stratified Consumer-36.1-36.1-29.7-9.0-5.51.25.89.3
Cap-weighted Consumer-25.2-25.2-14.40.20.96.18.78.9

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

2019201820172016201520142013201220112010
Stratified Consumer24.3-13.912.19.5-7.814.441.018.41.930.1
Cap-weighted Consumer30.6-8.016.53.2-1.017.036.217.92.623.5

Index Statistics (as of 03/31/2020)

Vol.Sharpe RatioDiv. Yld.P / E RatioP / B Ratio
Stratified Consumer18.20.373.2520.04.63
Cap-weighted Consumer14.40.612.6420.66.15

Top Holdings (as of 03/31/2020)

CompanyWeight (%)
Clorox Company4.97
Scotts Miracle-Gro Company Class A4.20
Kimberly-Clark Corporation4.05
Church & Dwight Co. Inc.4.00
Procter & Gamble Company3.84
Energizer Holdings Inc2.59
Colgate-Palmolive Company2.53
Edgewell Personal Care Co.2.03
Estee Lauder Companies Inc. Class A2.02
V.F. Corporation1.82