SYENY
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 01/21/2021) 1838.19

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 12/31/2020)

20204Q201Y3Y5Y7Y10YSince 12/20/91
Stratified Energy-13.524.6-13.5-3.04.3-1.12.710.3
Cap-weighted Energy-18.715.1-18.7-5.41.5-1.62.07.7

Annual Index Performance (% as of 12/31/2020)

2020201920182017201620152014201320122011
Stratified Energy-13.513.6-7.27.126.5-22.2-3.823.39.44.7
Cap-weighted Energy-18.716.6-10.82.823.8-16.5-0.622.94.07.1

Index Statistics (as of 12/31/2020)

Vol.Sharpe RatioDiv. Yld.P / E RatioP / B Ratio
Stratified Energy20.70.204.0267.21.37
Cap-weighted Energy17.20.174.3364.91.48

Top Holdings (as of 12/31/2020)

CompanyWeight (%)
Chevron Corporation6.03
Exxon Mobil Corporation6.01
NRG Energy Inc.3.46
Sunrun Inc.3.44
AES Corporation3.25
Exelon Corporation3.09
Essential Utilities Inc.2.14
American Water Works Company Inc.2.12
Consolidated Edison Inc.2.11
FirstEnergy Corp.2.09