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 77
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 06/18/2021) 2039.28

Index Performance

Multi-Horizon Returns (% as of 03/31/2021)

YTD1Q211Y3Y5Y7Y10YSince 12/20/91
Stratified Energy15.115.162.73.26.00.72.610.7
Cap-weighted Energy15.415.443.20.92.90.02.28.1

Annual Index Performance (% as of 03/31/2021)

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 03/31/2021)

Vol.Sharpe RatioDiv. Yld.P / E RatioP / B Ratio
Stratified Energy20.80.204.0267.21.37
Cap-weighted Energy17.30.174.3364.91.48

Top Holdings (as of 03/31/2021)

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