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Syntax Stratified Indices
Syntax Stratified LargeCap Index

Index Facts

Number of Constituents 505
Strategy Stratified-Weight
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SYLC
Index Inception Date December 27, 2016
Base Index Value 100
Total Return Index Value (as of 05/21/2018) 2853.79

Index Description

The Syntax Stratified LargeCap Index is the stratified-weight version of the widely-used S&P 500® Index. The index holds the same constituents as the S&P 500, but the weight of each company in the Syntax Stratified LargeCap Index is based on Syntax’s patented methodology to control exposure to related business risks (RBRs).

Index Performance

Multi-Horizon Returns (% as of 3/31/18)

YTD1Q181Y3Y5Y7Y10YSince 12/20/91
Stratified LargeCap-1.1-
S&P 500-0.8-0.814.010.813.312.79.59.9
S&P 500 Eq. Weight-1.0-

Annual Index Performance (% as of 3/31/18)

Stratified LargeCap20.113.7-0.715.535.417.51.423.045.4-37.7
S&P 50021.812.01.413.732.416.
S&P 500 Eq. Weight18.914.8-2.214.536.217.7-0.121.946.3-39.7

Index Statistics (as of 3/31/18)

Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified LargeCap17.20.724.2115.5108.9
S&P 50015.00.65---
S&P 500 Eq. Weight17.70.664.5118.6107.5

Index Fundamentals (as of 3/31/18)

BetaDiv. Yld.P / E RatioP / B RatioTurnover (%)
Stratified LargeCap1.111.9417.02.9631.4
S&P 5001.001.8718.93.822.7
S&P 500 Eq. Weight1.151.6417.43.1416.3

Top Holdings (as of 3/31/18)

CompanyWeight (%)
Yum! Brands Inc.0.82
Costco Wholesale Corporation0.82
Kroger Co.0.81
Walmart Inc.0.80
Sysco Corporation0.80
Exxon Mobil Corporation0.80
Chevron Corporation0.80
McDonald's Corporation0.78
Walgreens Boots Alliance Inc0.69
CVS Health Corporation0.68

Sector Allocation (as of 3/31/18)

  • Energy
  • Food
  • Consumer
  • Info. Tools
  • Information
  • Industrials
  • Healthcare
  • Financials