Syntax Stratified Indices diversify risk
SYLC
Syntax Stratified Indices

Syntax Stratified LargeCap Index

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 02/25/2020) 3237.84

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 Performance

Multi-Horizon Returns (% as of 12/31/2019)

YTD4Q191Y3Y5Y7Y10YSince 12/20/91
Stratified LargeCap29.37.329.313.310.414.414.213.4
S&P 50031.59.131.515.311.714.713.610.2
S&P 500 Eq. Weight29.27.629.212.49.813.913.511.7

Annual Index Performance (% as of 12/31/2019)

2018201720162015201420132012201120102009
Stratified LargeCap-6.420.113.7-0.715.535.417.51.423.045.4
S&P 500-4.421.812.01.413.732.416.02.115.126.5
S&P 500 Eq. Weight-7.618.914.8-2.214.536.217.7-0.121.946.3

Index Statistics (as of 12/31/2019)

Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified LargeCap13.41.022.7105.2103.7
S&P 50012.51.04---
S&P 500 Eq. Weight13.60.962.8103.8105.6

Index Fundamentals (as of 12/31/2019)

BetaDiv. Yld.P / E RatioP / B RatioTurnover (%)
Stratified LargeCap1.051.9920.63.5714.7
S&P 5001.001.7924.15.343.4
S&P 500 Eq. Weight1.071.7220.33.4914.0

Top Holdings (as of 12/31/2019)

CompanyWeight (%)
Chevron Corporation0.79
McDonald's Corporation0.78
Yum! Brands Inc.0.78
Sysco Corporation0.78
Kroger Co.0.78
Exxon Mobil Corporation0.78
Costco Wholesale Corporation0.78
Walmart Inc.0.77
Walgreens Boots Alliance Inc0.70
Adobe Inc.0.70

Sector Allocation (as of 12/31/2019)

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