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 03/21/2019) 3020.93

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 12/31/18)

20184Q181Y3Y5Y7Y10YSince 12/20/91
Stratified LargeCap-6.4-13.3-6.48.58.012.915.512.8
S&P 500-4.4-13.5-4.49.38.512.713.19.5
S&P 500 Eq. Weight-7.6-13.9-7.68.07.112.415.011.1

Annual Index Performance (% as of 12/31/18)

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 12/31/18)

Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified LargeCap15.11.013.7111.0101.2
S&P 50013.60.95---
S&P 500 Eq. Weight15.70.954.2111.4104.7

Index Fundamentals (as of 12/31/18)

BetaDiv. Yld.P / E RatioP / B RatioTurnover (%)
Stratified LargeCap1.072.2615.62.7524.5
S&P 5001.002.1317.83.773.2
S&P 500 Eq. Weight1.111.9515.92.8823.2

Top Holdings (as of 12/31/18)

CompanyWeight (%)
Walmart Inc.0.81
Costco Wholesale Corporation0.79
Chevron Corporation0.79
Yum! Brands Inc.0.79
Sysco Corporation0.78
McDonald's Corporation0.77
Kroger Co.0.76
Exxon Mobil Corporation0.76
Autodesk Inc.0.72
CVS Health Corporation0.69

Sector Allocation (as of 12/31/18)

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