Syntax Stratified Indices diversify risk
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 09/17/2019) 3189.6

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 06/30/19)

YTD2Q191Y3Y5Y7Y10YSince 12/20/91
Stratified LargeCap18.
S&P 50018.54.310.414.210.714.014.710.0
S&P 500 Eq. Weight19.

Annual Index Performance (% as of 06/30/19)

Stratified LargeCap-6.420.113.7-0.715.535.417.51.423.045.4
S&P 500-4.421.812.01.413.732.416.
S&P 500 Eq. Weight-7.618.914.8-2.214.536.217.7-0.121.946.3

Index Statistics (as of 06/30/19)

Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified LargeCap13.81.122.8108.0103.6
S&P 50012.71.11---
S&P 500 Eq. Weight14.01.073.1107.4105.7

Index Fundamentals (as of 06/30/19)

BetaDiv. Yld.P / E RatioP / B RatioTurnover (%)
Stratified LargeCap1.062.0817.93.0329.8
S&P 5001.001.9021.54.543.0
S&P 500 Eq. Weight1.081.7918.23.2324.1

Top Holdings (as of 06/30/19)

CompanyWeight (%)
McDonald's Corporation0.79
Yum! Brands Inc.0.78
Sysco Corporation0.78
Chevron Corporation0.78
Walmart Inc.0.77
Costco Wholesale Corporation0.77
Exxon Mobil Corporation0.77
Kroger Co.0.76
Walgreens Boots Alliance Inc0.72
ANSYS Inc.0.71

Sector Allocation (as of 06/30/19)

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