SYENY
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 11/19/2019) 1871.77

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 09/30/19)

YTD3Q191Y3Y5Y7Y10YSince 12/20/91
Stratified Energy8.8-3.8-8.64.50.23.86.611.2
Cap-weighted Energy12.8-0.5-5.72.80.23.56.18.7

Annual Index Performance (% as of 09/30/19)

2018201720162015201420132012201120102009
Stratified Energy-7.27.126.5-22.2-3.823.39.44.724.930.1
Cap-weighted Energy-10.82.823.8-16.5-0.622.94.07.117.615.0

Index Statistics (as of 09/30/19)

Vol.Sharpe RatioDiv. Yld.P / E RatioP / B Ratio
Stratified Energy17.20.422.9819.81.62
Cap-weighted Energy14.90.433.4220.41.65

Top Holdings (as of 09/30/19)

CompanyWeight (%)
Exxon Mobil Corporation6.18
Chevron Corporation6.02
AES Corporation2.85
NRG Energy Inc.2.84
Exelon Corporation2.80
Edison International2.18
Consolidated Edison Inc.2.15
FirstEnergy Corp.2.14
CenterPoint Energy Inc.2.09
PBF Energy Inc. Class A1.74