Syntax Stratified Indices diversify risk
SYLC
Syntax Stratified Indices

Syntax Stratified LargeCap Index

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 11/19/2019) 3280.07

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 09/30/19)

YTD3Q191Y3Y5Y7Y10YSince 12/20/91
Stratified LargeCap20.51.54.511.810.213.814.113.2
S&P 50020.61.74.313.410.813.313.29.9
S&P 500 Eq. Weight20.10.83.411.19.513.113.411.5

Annual Index Performance (% as of 09/30/19)

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 09/30/19)

Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified LargeCap13.51.012.8106.7104.4
S&P 50012.51.01---
S&P 500 Eq. Weight13.80.953.0105.5106.7

Index Fundamentals (as of 09/30/19)

BetaDiv. Yld.P / E RatioP / B RatioTurnover (%)
Stratified LargeCap1.052.1018.83.1831.6
S&P 5001.001.9021.74.553.5
S&P 500 Eq. Weight1.071.8118.63.2123.8

Top Holdings (as of 09/30/19)

CompanyWeight (%)
McDonald's Corporation0.80
Sysco Corporation0.79
Walmart Inc.0.79
Yum! Brands Inc.0.79
Costco Wholesale Corporation0.79
Kroger Co.0.79
Exxon Mobil Corporation0.77
Chevron Corporation0.75
ANSYS Inc.0.71
Walgreens Boots Alliance Inc0.70

Sector Allocation (as of 09/30/19)

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