Syntax Stratified Indices

Syntax US Large Cap Value Index

Index Facts

Number of Constituents 148
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 07/19/2018) 1407.71

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 06/30/18)

YTD2Q181Y3Y5Y7Y10YSince 12/31/15
Syntax US Value Index2.04.010.9----13.5
S&P 500 Value-

Annual Index Performance (% as of 06/30/18)

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 06/30/18)

CompanyWeight (%)
Kroger Co.3.51
Exxon Mobil Corporation1.64
Chevron Corporation1.63
Procter & Gamble Company1.61
Archer-Daniels-Midland Company1.59
Coty Inc. Class A1.55
Chipotle Mexican Grill Inc.1.49
Cerner Corporation1.37
Starbucks Corporation1.36
CA Inc.1.36