SYCPS
Syntax Stratified Indices

Syntax Stratified Consumer Index

Index Facts

Number of Constituents 97
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 07/19/2018) 1853.57

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 06/30/18)

YTD2Q181Y3Y5Y7Y10YSince 12/20/91
Stratified Consumer0.23.68.84.58.610.913.411.5
Cap-weighted Consumer-1.33.79.26.19.511.911.79.9

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

2017201620152014201320122011201020092008
Stratified Consumer12.19.5-7.814.441.018.41.930.158.8-34.3
Cap-weighted Consumer16.53.2-1.017.036.217.92.623.532.2-29.1

Index Statistics (as of 06/30/18)

Vol.Sharpe RatioDiv. Yld.P / E RatioP / B Ratio
Stratified Consumer20.50.701.8015.84.25
Cap-weighted Consumer16.10.752.0618.36.80

Top Holdings (as of 06/30/18)

CompanyWeight (%)
Energizer Holdings Inc2.99
Kimberly-Clark Corporation2.90
Scotts Miracle-Gro Company Class A2.73
Church & Dwight Co. Inc.2.26
Clorox Company2.24
Procter & Gamble Company2.15
Helen of Troy Limited2.14
Edgewell Personal Care Co.1.77
Colgate-Palmolive Company1.71
Coty Inc. Class A1.66