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 04/03/2019) 3042.94

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 03/31/19)

YTD1Q191Y3Y5Y7Y10YSince 12/20/91
Stratified LargeCap14.714.78.612.510.313.218.013.3
S&P 50013.613.69.513.510.912.815.99.9
S&P 500 Eq. Weight14.914.97.212.09.512.717.811.6

Annual Index Performance (% as of 03/31/19)

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 03/31/19)

Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified LargeCap14.31.203.7110.6103.3
S&P 50012.71.20---
S&P 500 Eq. Weight14.81.154.2111.0105.6

Index Fundamentals (as of 03/31/19)

BetaDiv. Yld.P / E RatioP / B RatioTurnover (%)
Stratified LargeCap1.102.0817.43.0231.1
S&P 5001.001.9420.34.373.3
S&P 500 Eq. Weight1.131.7917.53.2025.4

Top Holdings (as of 03/31/19)

CompanyWeight (%)
Costco Wholesale Corporation0.81
McDonald's Corporation0.80
Kroger Co.0.79
Exxon Mobil Corporation0.78
Sysco Corporation0.78
Walmart Inc.0.77
Yum! Brands Inc.0.77
Chevron Corporation0.77
Autodesk Inc.0.70
ANSYS Inc.0.70

Sector Allocation (as of 03/31/19)

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