Syntax Stratified Indices

Syntax Stratified Energy Index

Index Facts

Number of Constituents 93
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 02/25/2020) 1766.48

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 12/31/2019)

YTD4Q191Y3Y5Y7Y10YSince 12/20/91
Stratified Energy13.64.313.
Cap-weighted Energy16.63.416.

Annual Index Performance (% as of 12/31/2019)

Stratified Energy-
Cap-weighted Energy-10.82.823.8-16.5-0.622.

Index Statistics (as of 12/31/2019)

Vol.Sharpe RatioDiv. Yld.P / E RatioP / B Ratio
Stratified Energy17.30.423.0621.41.68
Cap-weighted Energy15.00.423.4122.21.79

Top Holdings (as of 12/31/2019)

CompanyWeight (%)
Chevron Corporation6.26
Exxon Mobil Corporation6.20
AES Corporation2.77
Exelon Corporation2.77
NRG Energy Inc.2.70
CenterPoint Energy Inc.2.11
Edison International2.08
Consolidated Edison Inc.2.07
FirstEnergy Corp.2.06
KBR Inc.2.06