SOCIAL2PR | Syntax U.S. Social Core Tier 2 Index

Index Description

The Syntax Social Core Tier 2 Index is a stratified-weight index holding large- and mid-cap US equities that satisfy a set of social and environmentally responsible criteria. This index aims to exclude companies that, through their actions, have shown themselves to be incompatible with Syntax’s value screens while promoting those companies with a superior track record of corporate responsibility and sustainability. The index does not hold companies that derive revenue from tobacco, alcohol, gambling, weapons and defense, pornography, for-profit prisons, sweatshops and child labor, fossil fuels, or those that lack women in executive positions or have committed egregious environmental offenses. Constituents are weighted based on Syntax’s patented methodology to control exposure to related business risks (RBRs).

Index Facts

Number of Constituents 645
Weighting Methodology Stratified
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SOCIAL2PR
Index Inception Date December 31, 2015
Total Return Index Value as of 12/13/2023 2389.41

Index Performance

Multi-Horizon Returns % as of 2023-09-30
YTD3Q231Y3Y5Y7Y10YSince 12.31.15
Social Core Tier 22.69-5.5814.8710.047.619.67-10.36
Annual Index Performance % as of 2023-09-30
Social Core Tier 2-14.2425.8216.0428.88-6.8517.5618.30---
Index Statistics as of 2023-09-30
Vol.Sharpe Ratio
Social Core Tier 217.70.45
Index Fundamentals as of 2023-09-30
Dividend YieldP / E RatioP / B Ratio
Social Core Tier 22.1521.92.33
Top Holdings as of 2023-09-30
Click on a company name to view more information on key statistics, classification and more. Premium data requires an Affinity login.
Company Weight (%)
Garmin Ltd 1.26
Dolby Laboratories A 1.17
CVS Health Corporation 0.87
Meta Platforms Inc. Class A 0.83
Walgreens Boots Alliance Inc 0.83
Ingredion Inc 0.61
Deckers Outdoor 0.60
Dover Corp 0.60
Macy's Inc 0.60
The Scotts Miracle-Gro Company 0.60