SYCPS
Syntax Stratified Indices

Syntax Stratified Consumer Index

Index Facts

Number of Constituents 98
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 11/19/2019) 1849.58

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 09/30/19)

YTD3Q191Y3Y5Y7Y10YSince 12/20/91
Stratified Consumer16.42.0-3.34.84.99.811.810.9
Cap-weighted Consumer26.16.410.410.99.312.413.410.1

Annual Index Performance (% as of 09/30/19)

2018201720162015201420132012201120102009
Stratified Consumer-13.912.19.5-7.814.441.018.41.930.158.8
Cap-weighted Consumer-8.016.53.2-1.017.036.217.92.623.532.2

Index Statistics (as of 09/30/19)

Vol.Sharpe RatioDiv. Yld.P / E RatioP / B Ratio
Stratified Consumer16.10.742.1218.04.40
Cap-weighted Consumer13.20.981.9622.66.45

Top Holdings (as of 09/30/19)

CompanyWeight (%)
Kimberly-Clark Corporation2.85
Energizer Holdings Inc2.82
Scotts Miracle-Gro Company Class A2.76
Hanesbrands Inc.2.18
V.F. Corporation2.11
Church & Dwight Co. Inc.2.10
Procter & Gamble Company2.07
Helen of Troy Limited2.06
Clorox Company2.04
Estee Lauder Companies Inc. Class A1.69