Syntax Stratified Indices

Syntax Stratified Energy Index

Index Facts

Number of Constituents 99
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 06/20/2019) 1975.37

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 03/31/19)

YTD1Q191Y3Y5Y7Y10YSince 12/20/91
Stratified Energy13.913.910.810.41.14.910.411.6
Cap-weighted Energy14.

Annual Index Performance (% as of 03/31/19)

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

Index Statistics (as of 03/31/19)

Vol.Sharpe RatioDiv. Yld.P / E RatioP / B Ratio
Stratified Energy17.70.622.4918.21.72
Cap-weighted Energy14.90.593.1518.71.76

Top Holdings (as of 03/31/19)

CompanyWeight (%)
Exxon Mobil Corporation6.28
Chevron Corporation6.12
NRG Energy Inc.2.80
Exelon Corporation2.77
Consolidated Edison Inc.2.77
CenterPoint Energy Inc.2.76
AES Corporation2.73
Edison International2.68
Equitrans Midstream Corp.1.79
ONEOK Inc.1.73