SYENY | Syntax Stratified Energy Index

Index Description

The Syntax Stratified Energy Index is a stratified-weight index of S&P 900 companies that operate in the energy 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 89
Weighting Methodology Stratified
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SYENY
Index Inception Date December 27, 2016
Base Index Value 100
Total Return Index Value (as of 03/23/2023) 2583.71

Index Performance

Multi-Horizon Returns
(% as of 12/31/2022)
YTD4Q221Y3Y5Y7Y10YSince 12.20.91
Stratified Energy27.6514.4227.6512.838.6310.796.5911.43
Cap-weight Energy33.0716.6433.0713.098.519.726.929.19

Annual Index Performance
(% as of 12/31/2022)
Stratified Energy27.6530.06-13.4913.56-7.237.1026.48-22.16-3.7723.35
Cap-weight Energy33.0733.65-18.6816.64-10.832.8023.77-16.53-0.5722.90

Index Statistics
(as of 12/31/2022)
Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified Energy21.30.276.00109.1113.0
Cap-weight Energy18.50.33-100.0100.0

Top Holdings
(as of 12/31/2022)
CompanyWeight (%)
Chevron Corp6.55
Exxon Mobil Corp6.53
PBF Energy Inc A2.19
AES Corp2.06
Essential Utilities Inc2.02
NRG Energy2.01
Ormat Technologies2.01
American Water Works Co Inc1.99
Constellation Energy Corp1.96
Valero Energy Corp1.94