Syntax Stratified Indices

Syntax Stratified Energy Index

Index Facts

Number of Constituents 108
Strategy Stratified-Weight
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SYENY
Index Inception Date December 27, 2016
Base Index Value 100
Total Return Index Value (as of 07/19/2018) 2022.62

Index Description

The Syntax Stratified Energy Index is a stratified-weight index of S&P 900 companies that operate in the energy 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 Energy6.
Cap-weighted Energy5.010.615.

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

Stratified Energy7.126.5-22.2-3.823.39.44.724.930.1-40.1
Cap-weighted Energy2.823.8-16.5-0.622.

Index Statistics (as of 06/30/18)

Vol.Sharpe RatioDiv. Yld.P / E RatioP / B Ratio
Stratified Energy20.00.252.4516.71.79
Cap-weighted Energy16.80.202.8217.11.88

Top Holdings (as of 06/30/18)

CompanyWeight (%)
Exxon Mobil Corporation6.22
Chevron Corporation6.18
Exelon Corporation2.77
AES Corporation2.76
NRG Energy Inc.2.48
CenterPoint Energy Inc.2.16
PG&E Corporation2.14
Consolidated Edison Inc.2.14
Kinder Morgan Inc Class P2.13
Edison International2.12