Syntax Stratified Indices

Syntax Stratified Energy Index

Index Facts

Number of Constituents 83
Strategy Stratified-Weight
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 08/07/2020) 1590.0

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 Performance

Multi-Horizon Returns (% as of 06/30/2020)

YTD2Q201Y3Y5Y7Y10YSince 12/20/91
Stratified Energy-24.922.7-24.6-4.2-2.3-
Cap-weighted Energy-25.014.5-22.9-5.0-2.4-

Annual Index Performance (% as of 06/30/2020)

Stratified Energy13.6-
Cap-weighted Energy16.6-10.82.823.8-16.5-0.622.

Index Statistics (as of 06/30/2020)

Vol.Sharpe RatioDiv. Yld.P / E RatioP / B Ratio
Stratified Energy20.30.284.5971.01.19
Cap-weighted Energy17.30.284.7064.41.30

Top Holdings (as of 06/30/2020)

CompanyWeight (%)
Chevron Corporation6.31
Exxon Mobil Corporation6.23
AES Corporation3.09
Exelon Corporation2.75
NRG Energy Inc.2.72
CenterPoint Energy Inc.2.24
Tetra Tech Inc.2.19
Consolidated Edison Inc.2.15
FirstEnergy Corp.2.13
Edison International2.08