|Number of Constituents||303|
|Strategy||Stratified Weight, ESG|
|Index Inception Date||September 18, 2020|
|Base Index Value||1000|
|Total Return Index Value (as of 10/21/2020)||2005.85|
The Syntax Stratified LargeCap ESG index seeks to provide investors with exposure to large cap U.S companies that best manage environmental, social, and governance risks material to their business. The Syntax Stratified LargeCap ESG Index screens and reweights the constituents of the Syntax 500 Index for ESG considerations. The Syntax Stratified LargeCap ESG Index scores each constituent of the Syntax 500 Index based on material ESG risks and holds only the top 67% of scorers in each industry group. The weight of the remaining constituents is tilted towards better scoring ESG companies while maintaining proportional industry and sector weights adhering to Syntax's patented Stratified Weight methodology to control exposure to related business risks (RBRs).
Multi-Horizon Returns (% as of 09/30/2020)
|Stratified LargeCap ESG||-2.0||6.6||4.8||8.8||12.1||-||-||10.1|
Annual Index Performance (% as of 09/30/2020)
|Stratified LargeCap ESG||30.2||-5.5||20.5||15.3||-0.7||15.2||-||-||-||-|
Index Statistics (as of 09/30/2020)
|Div. Yld.||P / E Ratio||P / B Ratio|
|Stratified LargeCap ESG||2.67||31.9||2.3|
Top Holdings (as of 09/30/2020)
|Marathon Petroleum Corporation||1.72|
|CVS Health Corporation||1.37|
|NIKE Inc. Class B||1.28|
|Constellation Brands Inc. Class A||1.27|
Sector Allocation (as of 09/30/2020)
- Info. Tools
Past performance is no guarantee of future results. All performance presented prior to the index inception date is back-tested performance, based on the methodology in effect on the launch date. Back-tested performance is not actual performance, but is hypothetical. The inception date of the Syntax Stratified LargeCap ESG Index is 7/31/2020. The back-test calculations are based on the same methodology that was in effect when the index was officially launched. However, back-tested data may reflect the application of the index methodology with the benefit of hindsight. No theoretical or back-tested approach can account for all market factors and the impact of decisions that might have been made during the actual operation of an index. Actual returns may differ from, and be lower than, back-tested returns, which are not necessarily predictive of future returns. The base index value is set as of 1000 as of the initial back-test date of 12/20/2013. Charts and graphs are provided for illustrative purposes only.
The Syntax Stratified LargeCap ESG Index is the property of Locus Analytics, LLC, which has contracted with S-Network Global Indexes, Inc. to calculate and maintain the Index. The Index is not sponsored, endorsed, sold or promoted by S-Network Global Indexes, Inc. and S-Network Global Indexes, Inc. makes no representation regarding the advisability of investing to track the Index. Syntax®, Stratified®, Stratified Indices®, Stratified-Weight™, and Locus® are trademarks or registered trademarks of Locus Analytics, LLC.
Index performance does not represent actual fund or portfolio performance and such performance does not reflect the actual investment experience of any investor. An investor cannot invest directly in an index. In addition, the results actual investors might have achieved would have differed from those shown because of differences in the timing, amounts of their investments, and fees and expenses associated with an investment in a portfolio invested in accordance with an index. None of the Syntax Indices or the benchmark indices portrayed herein charge management fees or incur brokerage expenses, and no such fees or expenses were deducted from the performance shown; provided, however, that the returns of any investment portfolio invested in accordance with such indices would be net of such fees and expenses. Additionally, none of these indices lend securities, and no revenues from securities lending were added to the performance shown. Performance shown is unaudited and subject to revision. This site may include materials and documents containing forward-looking statements which are based on our expectations and projections as of the date made. Past returns are not necessarily predictive of future returns.
Weighted Average Stock Price-to-Earnings Ratio (P/E Ratio) is the harmonic weighted average of the ratio of each stock's share price to its trailing 12 month earnings per share. Weighted Average Stock Price-to-Book-Value Ratio (P/B Ratio) is the harmonic weighted average of the ratio of each stock's market price to its net asset value. Dividend Yield is the harmonic weighted average of the ratio of each stock's annual dividend per share to its market price. Price-to-Earnings, Price-to-Book and Dividend Yield are calculated as of 09/30/2020. P/E, P/B, and Dividend Yield are calculated by Syntax via FactSet. Top holdings and security classifications used in calculating allocation tables are based on ending weight as of 09/30/2020.