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 503
Weighting Methodology Stratified
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SYLC
Index Inception Date December 27, 2020
Base Index Value 100
Total Return Index Value (as of 09/29/2022) 4059.88

Index Performance

Multi-Horizon Returns
(% as of 06/30/2022)
YTD2Q221Y3Y5Y7Y10YSince 12/20/91
Syntax Stratified LargeCap-14.63-12.98-6.9110.5310.5810.5513.2813.03
S&P 500-19.96-16.1-10.6210.611.3111.1412.9610.04
S&P 500 Eq. Weight-16.68-14.36-9.389.739.879.8312.6611.45

Annual Index Performance
(% as of 06/30/2022)
2021202020192018201720162015201420132012
Stratified LargeCap29.2512.3729.33-6.4320.1213.71-0.6615.5235.4417.54
S&P 50028.7118.431.49-4.3821.8311.961.3813.6932.3916
S&P 500 Eq. Weight29.6312.8329.24-7.6418.914.8-2.214.4936.1617.65

Index Statistics
(as of 06/30/2022)
Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified LargeCap14.50.873.71100.999.5
S&P 50013.70.9-100100
S&P 500 Eq. Weight150.84.05100.8103.4

Index Fundamentals
(as of 06/30/2022)
BetaDividend YieldP / E RatioP / B RatioTurnover (%)
Stratified LargeCap1.021.9414.12.5925.1
S&P 50011.6516.83.522.6
S&P 500 Eq. Weight1.051.8514.752.5521.8

Top Holdings
(as of 06/30/2022)
CompanyWeight (%)
Sysco Corporation0.82
Costco Wholesale Corporation0.82
Walmart Inc.0.78
Kroger Co.0.78
Exxon Mobil Corporation0.76
Chevron Corporation0.74
CVS Health Corporation0.71
Microsoft Corporation0.7
Walgreens Boots Alliance Inc0.65
Clorox Company0.58

Sector Allocation
(as of 06/30/2022)
  • Energy
  • Food
  • Consumer
  • Info. Tools
  • Information
  • Industrials
  • Healthcare
  • Financials