Syntax Stratified Indices

Syntax Stratified Financials Index

Index Facts

Number of Constituents 180
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 01/21/2021) 2827.35

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 12/31/2020)

20204Q201Y3Y5Y7Y10YSince 12/20/91
Stratified Financials2.
Cap-weighted Financials-5.622.9-

Annual Index Performance (% as of 12/31/2020)

Stratified Financials2.029.9-13.915.024.41.813.134.427.3-8.6
Cap-weighted Financials-5.631.1-13.018.419.2-0.315.133.828.9-16.5

Index Statistics (as of 12/31/2020)

Vol.Sharpe RatioDiv. Yld.P / E RatioP / B Ratio
Stratified Financials17.90.662.4620.481.28
Cap-weighted Financials18.10.572.3820.711.33

Top Holdings (as of 12/31/2020)

CompanyWeight (%)
Hartford Financial Services Group Inc.2.11
American International Group Inc.2.07
Goldman Sachs Group Inc.1.99
Morgan Stanley1.95
Jefferies Financial Group Inc.1.91
Berkshire Hathaway Inc. Class B1.89
Loews Corporation1.87
TRI Pointe Group Inc1.00
NVR Inc.0.99
PulteGroup Inc.0.98