SYENY
Syntax Stratified Indices

Syntax Stratified Energy Index

Index Facts

Number of Constituents 104
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 02/20/2019) 1974.1

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 12/31/18)

20184Q181Y3Y5Y7Y10YSince 12/20/91
Stratified Energy-7.2-16.1-7.27.9-1.23.58.011.2
Cap-weighted Energy-10.8-16.4-10.84.3-1.22.75.78.5

Annual Index Performance (% as of 12/31/18)

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 12/31/18)

Vol.Sharpe RatioDiv. Yld.P / E RatioP / B Ratio
Stratified Energy18.10.492.6714.51.49
Cap-weighted Energy15.30.413.4714.81.54

Top Holdings (as of 12/31/18)

CompanyWeight (%)
Chevron Corporation6.43
Exxon Mobil Corporation6.16
NRG Energy Inc.2.91
AES Corporation2.74
Exelon Corporation2.69
PG&E Corporation2.14
Edison Intertiol2.07
CenterPoint Energy Inc.2.04
Consolidated Edison Inc.1.96
Kirby Corporation1.78