Syntax Stratified Indices

Syntax Stratified Energy Index

Index Facts

Number of Constituents 98
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 09/17/2019) 1953.85

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 06/30/19)

YTD2Q191Y3Y5Y7Y10YSince 12/20/91
Stratified Energy13.2-0.7-1.06.2-
Cap-weighted Energy13.4-0.7-3.72.9-

Annual Index Performance (% as of 06/30/19)

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

Index Statistics (as of 06/30/19)

Vol.Sharpe RatioDiv. Yld.P / E RatioP / B Ratio
Stratified Energy17.30.532.5817.91.68
Cap-weighted Energy14.90.503.2518.31.72

Top Holdings (as of 06/30/19)

CompanyWeight (%)
Chevron Corporation6.21
Exxon Mobil Corporation6.15
Edison International2.86
AES Corporation2.77
NRG Energy Inc.2.77
Consolidated Edison Inc.2.72
CenterPoint Energy Inc.2.65
Exelon Corporation2.64
PBF Energy Inc. Class A1.71
Williams Companies Inc.1.68