Syntax Stratified Indices

Syntax Stratified Energy Index

Index Facts

Number of Constituents 107
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 11/12/2018) 1956.01

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 09/30/18)

YTD3Q181Y3Y5Y7Y10YSince 12/20/91
Stratified Energy10.54.215.514.
Cap-weighted Energy6.61.511.

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

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 09/30/18)

Vol.Sharpe RatioDiv. Yld.P / E RatioP / B Ratio
Stratified Energy18.90.442.4117.51.80
Cap-weighted Energy15.80.392.8417.91.89

Top Holdings (as of 09/30/18)

CompanyWeight (%)
Chevron Corporation6.30
Exxon Mobil Corporation6.23
NRG Energy Inc.2.87
AES Corporation2.78
Exelon Corporation2.78
Kirby Corporation2.13
Edison International2.06
CenterPoint Energy Inc.2.05
PG&E Corporation2.05
Kinder Morgan Inc Class P2.04