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 86
Weighting Methodology Stratified
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 12/01/2022) 2984.37

Index Performance

Multi-Horizon Returns
(% as of 09/30/2022)
YTD3Q221Y3Y5Y7Y10YSince 12.20.91
Stratified Energy11.571.1221.749.416.698.515.4211.04
Cap-weight Energy14.09-1.0825.598.636.107.415.048.72

Annual Index Performance
(% as of 09/30/2022)
Stratified Energy30.06-13.4913.56-7.237.1026.48-22.16-3.7723.359.38
Cap-weight Energy33.65-18.6816.64-10.832.8023.77-16.53-0.5722.904.01

Index Statistics
(as of 09/30/2022)
Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified Energy20.80.235.97110.4110.6
Cap-weight Energy17.90.24-100.0100.0

Top Holdings
(as of 09/30/2022)
CompanyWeight (%)
Exxon Mobil Corporation6.46
Chevron Corporation6.33
HF Sinclair Corporation2.50
Marathon Petroleum Corporation2.39
Valero Energy Corporation2.35
Phillips 662.30
Murphy USA Inc.2.28
Constellation Energy Corporation2.23
Casey's General Stores Inc.2.17
Essential Utilities Inc.2.09