Syntax Stratified Indices

Syntax Stratified Consumer Index

Index Facts

Number of Constituents 100
Strategy Stratified-Weight
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SYCPS
Index Inception Date December 27, 2016
Base Index Value 100
Total Return Index Value (as of 11/12/2018) 1763.46

Index Description

The Syntax Stratified Consumer Index is a stratified-weight index of S&P 900 companies that operate in the consumer products sector. It uses Syntax’s patented methodology to control exposure to related business risks (RBRs). The Syntax Sector Indices hold the constituents of the S&P 900, with every constituent in the S&P 900 assigned to exactly one sector index.

Index Performance

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

YTD3Q181Y3Y5Y7Y10YSince 12/20/91
Stratified Consumer3.73.412.28.37.914.113.011.5
Cap-weighted Consumer5.16.514.99.69.714.711.710.1

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

Stratified Consumer12.19.5-7.814.441.018.41.930.158.8-34.3
Cap-weighted Consumer16.53.2-

Index Statistics (as of 09/30/18)

Vol.Sharpe RatioDiv. Yld.P / E RatioP / B Ratio
Stratified Consumer20.30.681.8516.84.20
Cap-weighted Consumer15.80.761.9819.67.45

Top Holdings (as of 09/30/18)

CompanyWeight (%)
Scotts Miracle-Gro Company Class A2.83
Kimberly-Clark Corporation2.76
Energizer Holdings Inc2.67
Helen of Troy Limited2.13
Church & Dwight Co. Inc.2.10
Clorox Company2.10
Procter & Gamble Company2.06
Estee Lauder Companies Inc. Class A1.72
Nu Skin Enterprises Inc. Class A1.66
Colgate-Palmolive Company1.65