Syntax Stratified Indices

Syntax Stratified Financials Index

Index Facts

Number of Constituents 165
Strategy Stratified-Weight
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SYFIN
Index Inception Date December 27, 2016
Base Index Value 100
Total Return Index Value (as of 07/19/2018) 2367.31

Index Description

The Syntax Stratified Financials Index is a stratified-weight index of S&P 900 companies that operate in the financial 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 Financials-
Cap-weighted Financials-4.3-2.27.710.311.912.76.89.2

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

Stratified Financials15.024.41.813.134.427.3-8.621.834.3-42.3
Cap-weighted Financials18.419.2-0.315.133.828.9-16.513.717.0-53.8

Index Statistics (as of 06/30/18)

Vol.Sharpe RatioDiv. Yld.P / E RatioP / B Ratio
Stratified Financials22.40.592.2013.51.35
Cap-weighted Financials23.40.392.0813.61.36

Top Holdings (as of 06/30/18)

CompanyWeight (%)
Goldman Sachs Group Inc.2.70
Morgan Stanley2.63
Jefferies Financial Group Inc.1.94
Berkshire Hathaway Inc. Class B1.84
Loews Corporation1.83
Assurant Inc.1.54
Everest Re Group Ltd.1.45
Washington Federal Inc.1.41
Alleghany Corporation1.40
Bank of Hawaii Corporation1.40