Syntax Stratified Indices diversify risk
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 04/03/2020) 2415.9

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 03/31/2020)

YTD1Q201Y3Y5Y7Y10YSince 12/20/91
Stratified LargeCap-25.5-25.5-
S&P 500-19.6-19.6-
S&P 500 Eq. Weight-26.7-26.7-17.6-

Annual Index Performance (% as of 03/31/2020)

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 03/31/2020)

Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified LargeCap14.60.683.0104.2107.7
S&P 50013.30.77---
S&P 500 Eq. Weight15.00.623.3102.9110.3

Index Fundamentals (as of 03/31/2020)

BetaDiv. Yld.P / E RatioP / B RatioTurnover (%)
Stratified LargeCap1.082.7318.63.1813.2
S&P 5001.002.2822.05.033.0
S&P 500 Eq. Weight1.112.8517.12.7212.0

Top Holdings (as of 03/31/2020)

CompanyWeight (%)
Kroger Co.1.10
Costco Wholesale Corporation1.02
Walmart Inc.1.00
Microsoft Corporation0.94
Adobe Inc.0.91
McDonald's Corporation0.89
ANSYS Inc.0.84
Autodesk Inc.0.80
CVS Health Corporation0.75
Walgreens Boots Alliance Inc0.74

Sector Allocation (as of 03/31/2020)

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