Syntax Stratified Indices

Syntax US Large Cap Value Index

Index Facts

Number of Constituents 147
Strategy Stratified-Weight
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SPVP
Index Inception Date December 31, 2015
Base Index Value 100
Total Return Index Value (as of 09/07/2018) 1430.6

Index Description

The Syntax US Large Cap Value Index is a stratified-weight index holding large-cap US equities satisfying a value screen. This index aims to hold companies with high book-to-market values relative to their industry group, as defined by Syntax’s FIS codes. Constituents are weighted based on Syntax’s patented methodology to control exposure to related business risks (RBRs).

Index Performance

Multi-Horizon Returns (% as of 09/30/18)

YTD3Q181Y3Y5Y7Y10YSince 12/31/15
Syntax US Value Index6.24.212.0----13.8
S&P 500 Value3.55.910.114.110.915.19.613.1

Annual Index Performance (% as of 09/30/18)

Syntax US Value Index-1.916.215.8-------
S&P 500 Value-3.615.417.4-3.112.432.017.7-0.515.121.2

Top Holdings (as of 09/30/18)

CompanyWeight (%)
Kroger Co.3.10
Chevron Corporation1.61
Archer-Daniels-Midland Company1.59
Exxon Mobil Corporation1.59
Darden Restaurants Inc.1.57
Chipotle Mexican Grill Inc.1.55
Procter & Gamble Company1.55
Coty Inc. Class A1.53
Cerner Corporation1.43
Oracle Corporation1.43