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 11/25/2020) 3696.38

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 09/30/2020)

YTD3Q201Y3Y5Y7Y10YSince 12/20/91
Stratified LargeCap-4.76.02.37.010.810.312.612.8
S&P 5005.68.915.112.314.112.713.710.1
S&P 500 Eq. Weight-4.76.72.56.510.39.712.011.2

Annual Index Performance (% as of 09/30/2020)

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 09/30/2020)

Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified LargeCap14.50.853.1101.0108.2
S&P 50013.20.99---
S&P 500 Eq. Weight14.90.803.4100.3110.5

Index Fundamentals (as of 09/30/2020)

BetaDiv. Yld.P / E RatioP / B RatioTurnover (%)
Stratified LargeCap1.072.4624.02.133.8
S&P 5001.001.7626.03.63.0
S&P 500 Eq. Weight1.102.1428.02.131.0

Top Holdings (as of 09/30/2020)

CompanyWeight (%)
Costco Wholesale Corporation0.83
Walmart Inc.0.82
Kroger Co.0.80
ANSYS Inc.0.75
Microsoft Corporation0.74
Adobe Inc.0.74
Exxon Mobil Corporation0.73
Chevron Corporation0.73
Sysco Corporation0.73
Autodesk Inc.0.72

Sector Allocation (as of 09/30/2020)

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