SYENY
Syntax Stratified Indices

Syntax Stratified Energy Index

Index Facts

Number of Constituents 88
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 05/22/2020) 1476.38

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 03/31/2020)

YTD1Q201Y3Y5Y7Y10YSince 12/20/91
Stratified Energy-38.8-38.8-39.0-11.6-7.0-4.71.19.2
Cap-weighted Energy-34.5-34.5-33.1-10.4-5.6-3.21.57.1

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

2019201820172016201520142013201220112010
Stratified Energy13.6-7.27.126.5-22.2-3.823.39.44.724.9
Cap-weighted Energy16.6-10.82.823.8-16.5-0.622.94.07.117.6

Index Statistics (as of 03/31/2020)

Vol.Sharpe RatioDiv. Yld.P / E RatioP / B Ratio
Stratified Energy19.50.125.0826.51.10
Cap-weighted Energy17.10.135.3529.11.17

Top Holdings (as of 03/31/2020)

CompanyWeight (%)
Chevron Corporation6.17
Exxon Mobil Corporation5.53
Exelon Corporation3.67
AES Corporation3.11
NRG Energy Inc.3.04
Consolidated Edison Inc.2.92
FirstEnergy Corp.2.79
Tetra Tech Inc.2.77
Edison International2.48
KBR Inc.2.29