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 09/28/2020) 3239.34

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 06/30/2020)

YTD2Q201Y3Y5Y7Y10YSince 12/20/91
Stratified LargeCap-10.120.7-2.16.27.910.413.312.7
S&P 500-3.120.57.510.710.712.114.09.9
S&P 500 Eq. Weight-10.821.7-3.25.47.19.712.611.1

Annual Index Performance (% as of 06/30/2020)

2019201820172016201520142013201220112010
Stratified LargeCap29.3-6.420.113.7-0.715.535.417.51.423.0
S&P 50031.5-4.421.812.01.413.732.416.02.115.1
S&P 500 Eq. Weight29.2-7.618.914.8-2.214.536.217.7-0.121.9

Index Statistics (as of 06/30/2020)

Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified LargeCap14.90.873.0103.4108.8
S&P 50013.41.00---
S&P 500 Eq. Weight15.30.823.3102.6111.4

Index Fundamentals (as of 06/30/2020)

BetaDiv. Yld.P / E RatioP / B RatioTurnover (%)
Stratified LargeCap1.092.6324.42.034.2
S&P 5001.001.9225.33.33.6
S&P 500 Eq. Weight1.122.2427.82.030.0

Top Holdings (as of 06/30/2020)

CompanyWeight (%)
Kroger Co.0.83
Costco Wholesale Corporation0.80
Sysco Corporation0.79
Walmart Inc.0.79
Chevron Corporation0.77
Exxon Mobil Corporation0.77
Microsoft Corporation0.73
ANSYS Inc.0.72
Adobe Inc.0.71
CVS Health Corporation0.70

Sector Allocation (as of 06/30/2020)

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