SYCORE | Syntax Stratified Core Index

Index Description

The Syntax Stratified Core Index is the stratified-weight version of the S&P 900® Index, which combines the S&P 500 Index and S&P MidCap 400 Index. The index holds the same constituents as the S&P 900, but the weight of each company in the Syntax Stratified Core Index is based on Syntax’s patented methodology to control exposure to related business risks (RBRs).

Index Facts

Number of Constituents 907
Weighting Methodology Stratified
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SYCORE
Index Inception Date December 27, 2016
Total Return Index Value as of 12/13/2023 5170.95

Index Performance

Multi-Horizon Returns % as of 2023-09-30
YTD3Q231Y3Y5Y7Y10YSince 12.20.91
Stratified Core3.56-4.1316.3913.118.0810.1410.2212.90
S&P 90012.55-3.3221.2710.279.6712.0211.7110.23
900 Equal-weight3.10-4.5515.3013.147.639.439.5811.61
Annual Index Performance % as of 2023-09-30
Stratified Core-8.6726.7713.6727.05-8.0717.4716.84-2.7313.6136.47
S&P 900-17.8228.4818.1031.14-4.8621.4012.611.1113.3632.48
900 Equal-weight-11.3629.0214.3726.99-9.2914.3019.04-3.7512.0535.76
Index Statistics as of 2023-09-30
Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified Core16.40.554.6096.6103.1
S&P 90015.10.70-100.0100.0
900 Equal-weight17.50.485.6998.0109.1
Index Fundamentals as of 2023-09-30
BetaDividend YieldP / E Ratio
Stratified Core1.052.1620.6
S&P 9001.001.6922.4
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 (%)
Exxon Mobil Corp 0.82
Chevron Corp 0.81
CVS Health Corporation 0.76
Walgreens Boots Alliance Inc 0.72
Apple Inc. 0.52
Motorola Solutions Inc 0.52
The Scotts Miracle-Gro Company 0.52
Darden Restaurants Inc 0.51
Kimberly-Clark 0.51
Texas Roadhouse 0.51
Sector Allocation as of 2023-09-30
  • Energy
  • Food
  • Consumer
  • Info. Tools
  • Information
  • Industrials
  • Healthcare
  • Financials