SYCYBS | Syntax Cyber Security Index

Index Description

The Syntax Cyber Security Index comprises up to 50 modified-equally weighted publicly traded US companies that make software or hardware used to secure information online, as well as companies that provide cybersecurity services. The Index applies screens for thematic purity of exposure, liquidity and size, and defines business segments including cybersecurity software development, cybersecurity hardware manufacturing and cybersecurity services.

The Index uses company classification data structured in Syntax's proprietary Functional Information System (FIS), which draws primarily from audited annual reports (e.g., 10-K filings) and secondarily from unaudited documents (e.g., news articles, company websites) to allow granular groupings and comparisons of companies by the characteristics of their various product lines.

Index Facts

Number of Constituents 35
Weighting Methodology Modified Equal
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SYCYBS
Index Inception Date December 16, 2022
Base Index Value 1000
Total Return Index Value (as of 03/23/2023) 5032.91

Index Performance

Multi-Horizon Returns
(% as of 12/31/2022)
YTD4Q221Y3Y5Y7Y10YSince 03.15.13
Cyber Security-26.06-0.03-26.069.5815.7617.02-18.1
S&P 500-18.117.56-18.117.669.4211.4812.5612.11
Cyber Security Comp.-22.250.72-22.2511.717.3717.57-17.56

Annual Index Performance
(% as of 12/31/2022)
Cyber Security-26.0617.9750.8441.6811.524.6415.966.7820.5-
S&P 500-18.1128.7118.431.49-4.3821.8311.961.3813.6932.39
Cyber Security Comp.-22.2510.7761.8238.2315.6123.7212.674.0923.32-

Index Statistics
(as of 12/31/2022)
Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Cyber Security20.80.7612.98111.790.5
S&P 50016.30.63-100100
Cyber Security Comp.22.10.7415.15114.391.9

Index Fundamentals
(as of 12/31/2022)
BetaDividend YieldP / E RatioP / B Ratio
Cyber Security10.01N/A5.2
S&P 50011.7719.93.8
Cyber Security Comp.0.990.02221.55.3

Top Holdings
(as of 12/31/2022)
CompanyWeight (%)
Varonis Systems Inc3.95
Rapid7 Inc3.77
Okta Inc3.75
ForgeRock Inc3.6
SentinelOne Inc3.54
Tenable Holdings Inc3.5
Cloudflare Inc3.46 Holdings Inc3.44
Knowbe4 Inc3.4
CACI International Inc3.34