SPVP | Syntax US Large Cap Value Index

Index Description

The Syntax US Large Cap Value Index is a stratified-weight index holding large-cap US equities satisfying a value screen. This index aims to hold companies with high book-to-market values relative to their industry group, as defined by Syntax’s FIS codes. Constituents are weighted based on Syntax’s patented methodology to control exposure to related business risks (RBRs).

Index Facts

Number of Constituents 147
Weighting Methodology Stratified
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SPVP
Index Inception Date December 31, 2015
Total Return Index Value as of 12/13/2023 2384.76

Index Performance

Multi-Horizon Returns % as of 2023-09-30
YTD3Q231Y3Y5Y7Y10YSince 12.31.15
Stratified LargeCap Value1.82-3.7214.6414.168.579.91-10.42
S&P 500 Value7.56-4.0922.1913.398.419.779.6410.05
Annual Index Performance % as of 2023-09-30
Stratified LargeCap Value-8.3431.2710.2031.06-9.3916.1715.75---
S&P 500 Value-5.2224.901.3631.93-8.9515.3617.40-3.1312.3631.99
Index Statistics as of 2023-09-30
Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified LargeCap Value19.30.434.97104.2105.4
S&P 500 Value16.70.49-100.0100.0
Top Holdings as of 2023-09-30
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Company Weight (%)
Darden Restaurants Inc 3.09
Kroger Co 3.07
Garmin Ltd 2.20
Kinder Morgan Inc 2.12
Phillips 66 2.11
Viatris Inc 2.10
Constellation Brands Inc A 2.08
Tyson Foods Inc A 2.08
Atmos Energy Corp 1.99
General Motors Company 1.61