SYENY | Syntax Stratified Energy Index

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 Facts

Number of Constituents 79
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 01/26/2022) 2285.49

Index Performance

Multi-Horizon Returns (% as of 12/31/2021)

YTD4Q211Y3Y5Y7Y10YSince 12/20/91
Stratified Energy30.19.130.18.54.93.25.010.9
Cap-weighted Energy33.710.133.78.23.02.64.38.5

Annual Index Performance (% as of 12/31/2021)

2021202020192018201720162015201420132012
Stratified Energy30.1-13.513.6-7.27.126.5-22.2-3.823.39.4
Cap-weighted Energy33.7-18.716.6-10.82.823.8-16.5-0.622.94.0

Index Statistics (as of 12/31/2021)

Vol.Sharpe RatioDiv. Yld.P / E RatioP / B Ratio
Stratified Energy19.80.313.0018.81.96
Cap-weighted Energy16.50.303.3617.22.07

Top Holdings (as of 12/31/2021)

CompanyWeight (%)
Chevron Corporation6.28
Exxon Mobil Corporation6.19
Exelon Corporation2.62
NRG Energy Inc.2.59
AES Corporation2.45
Sunrun Inc.2.44
SunPower Corporation2.37
Valero Energy Corporation2.21
Essential Utilities Inc.2.11
Murphy USA Inc.2.10