SYLC | Syntax Stratified LargeCap Index

Index Description

The Syntax Stratified LargeCap Index is the stratified-weight version of the widely-used S&P 500® Index. The index holds the same constituents as the S&P 500, but the weight of each company in the Syntax Stratified LargeCap Index is based on Syntax’s patented methodology to control exposure to related business risks (RBRs).

Index Facts

Number of Constituents 505
Strategy Stratified-Weight
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SYLC
Index Inception Date December 27, 2016
Base Index Value 100
Total Return Index Value (as of 02/25/2021) 4026.25

Index Performance

Multi-Horizon Returns (% as of 12/31/2020)

20204Q201Y3Y5Y7Y10YSince 12/20/91
Stratified LargeCap12.417.912.410.813.211.413.213.3
S&P 50018.412.118.414.215.212.913.910.5
S&P 500 Eq. Weight12.818.512.810.413.010.912.711.8

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

Stratified LargeCap12.429.3-6.420.113.7-0.715.535.417.51.4
S&P 50018.431.5-4.421.812.01.413.732.416.02.1
S&P 500 Eq. Weight12.829.2-7.618.914.8-2.214.536.217.7-0.1

Index Statistics (as of 12/31/2020)

Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified LargeCap15.00.863.3102.0106.9
S&P 50013.50.98---
S&P 500 Eq. Weight15.30.813.7101.4108.9

Index Fundamentals (as of 12/31/2020)

BetaDiv. Yld.P / E RatioP / B RatioTurnover (%)
Stratified LargeCap1.082.0524.82.533.5
S&P 5001.001.5427.34.02.1
S&P 500 Eq. Weight1.101.7528.42.628.8

Top Holdings (as of 12/31/2020)

CompanyWeight (%)
Kroger Co.0.80
Sysco Corporation0.80
Costco Wholesale Corporation0.80
Walmart Inc.0.77
Chevron Corporation0.75
Exxon Mobil Corporation0.75
Microsoft Corporation0.70
ANSYS Inc.0.70
Autodesk Inc.0.69
Adobe Inc.0.68

Sector Allocation (as of 12/31/2020)

  • Energy
  • Food
  • Consumer
  • Info. Tools
  • Information
  • Industrials
  • Healthcare
  • Financials