Syntax Stratified Indices diversify risk
SYLC
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 11/16/2018) 2884.85

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 09/30/18)

YTD3Q181Y3Y5Y7Y10YSince 12/20/91
Stratified LargeCap7.95.914.716.013.217.113.713.6
S&P 50010.67.717.917.313.916.912.010.2
S&P 500 Eq. Weight7.35.413.915.412.516.713.111.8

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

2017201620152014201320122011201020092008
Stratified LargeCap20.113.7-0.715.535.417.51.423.045.4-37.7
S&P 50021.812.01.413.732.416.02.115.126.5-37.0
S&P 500 Eq. Weight18.914.8-2.214.536.217.7-0.121.946.3-39.7

Index Statistics (as of 09/30/18)

Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified LargeCap16.50.844.2112.2105.4
S&P 50014.40.83---
S&P 500 Eq. Weight17.00.794.5112.0108.0

Index Fundamentals (as of 09/30/18)

BetaDiv. Yld.P / E RatioP / B RatioTurnover (%)
Stratified LargeCap1.111.8918.03.2128.0
S&P 5001.001.7822.14.712.4
S&P 500 Eq. Weight1.141.6318.63.3915.6

Top Holdings (as of 09/30/18)

CompanyWeight (%)
Yum! Brands Inc.0.80
McDonald's Corporation0.80
Chevron Corporation0.80
Sysco Corporation0.79
Costco Wholesale Corporation0.79
Exxon Mobil Corporation0.79
Walmart Inc.0.77
Kroger Co.0.77
Autodesk Inc.0.72
ANSYS Inc.0.72

Sector Allocation (as of 09/30/18)

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