SYFIN
Syntax Stratified Indices

Syntax Stratified Financials Index

Index Facts

Number of Constituents 163
Strategy Stratified-Weight
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SYFIN
Index Inception Date December 27, 2016
Base Index Value 100
Total Return Index Value (as of 02/20/2019) 2334.32

Index Description

The Syntax Stratified Financials Index is a stratified-weight index of S&P 900 companies that operate in the financial 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 Financials-13.9-13.6-13.97.27.213.513.711.7
Cap-weighted Financials-13.0-12.9-13.07.17.113.510.48.7

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

2018201720162015201420132012201120102009
Stratified Financials-13.915.024.41.813.134.427.3-8.621.834.3
Cap-weighted Financials-13.018.419.2-0.315.133.828.9-16.513.717.0

Index Statistics (as of 12/31/18)

Vol.Sharpe RatioDiv. Yld.P / E RatioP / B Ratio
Stratified Financials20.70.712.6412.31.19
Cap-weighted Financials21.70.552.4913.21.27

Top Holdings (as of 12/31/18)

CompanyWeight (%)
Morgan Stanley2.84
Goldman Sachs Group Inc.2.82
American Intertiol Group Inc.2.13
Hartford Fincial Services Group Inc.2.13
Berkshire Hathaway Inc. Class B1.91
Loews Corporation1.87
Jefferies Fincial Group Inc.1.86
Washington Federal Inc.1.43
Alleghany Corporation1.42
Webster Fincial Corporation1.41