Syntax Stratified Indices

Syntax Stratified Healthcare Index

Index Facts

Number of Constituents 104
Strategy Stratified-Weight
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SYHLTH
Index Inception Date December 27, 2016
Base Index Value 100
Total Return Index Value (as of 10/21/2020) 4586.96

Index Description

The Syntax Stratified Healthcare Index is a stratified-weight index of S&P 900 companies that operate in the healthcare 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 09/30/2020)

YTD3Q201Y3Y5Y7Y10YSince 12/20/91
Stratified Healthcare-
Cap-weighted Healthcare3.85.518.010.010.812.615.010.7

Annual Index Performance (% as of 09/30/2020)

Stratified Healthcare18.9-0.318.3-
Cap-weighted Healthcare19.66.519.6-2.56.726.540.418.611.74.9

Index Statistics (as of 09/30/2020)

Vol.Sharpe RatioDiv. Yld.P / E RatioP / B Ratio
Stratified Healthcare14.60.971.4115.53.36
Cap-weighted Healthcare12.81.111.7217.74.98

Top Holdings (as of 09/30/2020)

CompanyWeight (%)
CVS Health Corporation5.47
Walgreens Boots Alliance Inc5.43
Prestige Consumer Healthcare Inc2.80
Perrigo Co. Plc2.72
Mylan N.V.2.63
Ligand Pharmaceuticals Incorporated2.17
Abbott Laboratories2.13
Catalent Inc2.11
Johnson & Johnson2.09
Humana Inc.1.91