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 506
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 12/07/2021) 4806.58

Index Performance

Multi-Horizon Returns (% as of 09/30/2021)

YTD3Q211Y3Y5Y7Y10YSince 12/20/91
Stratified LargeCap18.0-0.439.214.214.712.816.213.6
S&P 50015.90.630.016.016.914.016.610.7
S&P 500 Eq. Weight18.9-0.240.914.314.612.416.012.1

Annual Index Performance (% as of 09/30/2021)

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 09/30/2021)

Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified LargeCap14.51.073.4101.2104.5
S&P 50013.31.18---
S&P 500 Eq. Weight14.91.033.9101.3106.1

Index Fundamentals (as of 09/30/2021)

BetaDiv. Yld.P / E RatioP / B RatioTurnover (%)
Stratified LargeCap1.071.7818.23.015.9
S&P 5001.001.3721.64.31.9
S&P 500 Eq. Weight1.091.4319.53.011.3

Top Holdings (as of 09/30/2021)

CompanyWeight (%)
Exxon Mobil Corporation0.85
Chevron Corporation0.84
Sysco Corporation0.82
Kroger Co.0.79
Costco Wholesale Corporation0.78
Walmart Inc.0.77
CVS Health Corporation0.70
Walgreens Boots Alliance Inc0.67
Microsoft Corporation0.67
Adobe Inc.0.62

Sector Allocation (as of 09/30/2021)

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