Syntax Stratified Indices

Syntax Stratified Energy Index

Index Facts

Number of Constituents 82
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 10/21/2020) 1439.28

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 09/30/2020)

YTD3Q201Y3Y5Y7Y10YSince 12/20/91
Stratified Energy-30.6-7.6-27.6-8.6-0.4-
Cap-weighted Energy-29.4-5.8-27.0-8.5-1.2-

Annual Index Performance (% as of 09/30/2020)

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

Index Statistics (as of 09/30/2020)

Vol.Sharpe RatioDiv. Yld.P / E RatioP / B Ratio
Stratified Energy20.10.175.1662.41.12
Cap-weighted Energy17.10.175.0148.91.32

Top Holdings (as of 09/30/2020)

CompanyWeight (%)
Exxon Mobil Corporation6.05
Chevron Corporation6.03
Sunrun Inc.2.76
Consolidated Edison Inc.2.30
NRG Energy Inc.2.24
CenterPoint Energy Inc.2.23
Exelon Corporation2.23
FirstEnergy Corp.2.16
Edison International2.16
AES Corporation2.10