SYLC | Syntax Stratified LargeCap Index

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 Facts

Number of Constituents 506
Weighting Methodology Stratified
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 05/19/2022) 4374.48

Index Performance

Multi-Horizon Returns
(% as of 03/31/2022)
YTD1Q221Y3Y5Y7Y10YSince 12/20/91
Stratified LargeCap-1.9-1.914.217.114.312.614.413.6
S&P 500-4.6-4.615.618.916.014.014.610.8
S&P 500 Eq. Weight-2.7-2.713.117.013.912.114.012.1

Annual Index Performance
(% as of 03/31/2022)
Stratified LargeCap29.212.429.3-6.420.113.7-0.715.535.417.5
S&P 50028.718.431.5-4.421.812.01.413.732.416.0
S&P 500 Eq. Weight29.612.829.2-7.618.914.8-2.214.536.217.7

Index Statistics
(as of 03/31/2022)
Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified LargeCap14.30.973.6100.4102.1
S&P 50013.21.05---
S&P 500 Eq. Weight14.70.924.0100.4104.6

Index Fundamentals
(as of 03/31/2022)
BetaDiv. Yld.P / E RatioP / B RatioTurnover (%)
Stratified LargeCap1.041.6519.33.115.9
S&P 5001.001.2523.04.61.9
S&P 500 Eq. Weight1.071.3420.53.111.3

Top Holdings
(as of 03/31/2022)
CompanyWeight (%)
Sysco Corporation0.82
Walmart Inc.0.79
Costco Wholesale Corporation0.78
Chevron Corporation0.78
Exxon Mobil Corporation0.77
Kroger Co.0.76
Walgreens Boots Alliance Inc0.72
Microsoft Corporation0.70
CVS Health Corporation0.69
Valero Energy Corporation0.55

Sector Allocation
(as of 03/31/2022)
  • Energy
  • Food
  • Consumer
  • Info. Tools
  • Information
  • Industrials
  • Healthcare
  • Financials