Syntax Stratified Indices diversify risk
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 09/17/2018) 3030.02

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 06/30/18)

YTD2Q181Y3Y5Y7Y10YSince 12/20/91
Stratified LargeCap1.
S&P 5002.63.414.411.913.413.210.29.9
S&P 500 Eq. Weight1.82.812.010.512.812.711.611.7

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

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 06/30/18)

Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified LargeCap16.80.754.2114.3109.0
S&P 50014.70.71---
S&P 500 Eq. Weight17.30.704.5117.5107.4

Index Fundamentals (as of 06/30/18)

BetaDiv. Yld.P / E RatioP / B RatioTurnover (%)
Stratified LargeCap1.111.9516.93.0031.3
S&P 5001.001.8720.04.193.0
S&P 500 Eq. Weight1.151.6517.53.2117.8

Top Holdings (as of 06/30/18)

CompanyWeight (%)
Kroger Co.0.88
Exxon Mobil Corporation0.82
Walmart Inc.0.82
Sysco Corporation0.81
Chevron Corporation0.81
Costco Wholesale Corporation0.80
Yum! Brands Inc.0.76
McDonald's Corporation0.75
ANSYS Inc.0.69
Autodesk Inc.0.67

Sector Allocation (as of 06/30/18)

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