SYDFNC | Syntax Defensive Composite Index

Index Description

The Syntax Defensive Composite Index float market cap-weights publicly traded US companies that provide goods or services for which demand is relatively inelastic. The Index applies screens for thematic purity of exposure, liquidity, and size, and defines business segments including defensive utilities, consumer staples and necessities, defensive healthcare, and other defensive businesses.

The Index uses company classification data structured in Syntax's proprietary Functional Information System (FIS)®, which draws primarily from audited annual reports (e.g., 10-K filings) and secondarily from unaudited documents (e.g., news articles, company websites) to allow granular groupings and comparisons of companies by the characteristics of their various product lines.

Index Facts

Number of Constituents 270
Weighting Methodology Float Market Cap
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SYDFNC
Index Inception Date December 16, 2022
Total Return Index Value as of 12/13/2023 2959.68

Index Performance

Multi-Horizon Returns % as of 2023-09-30
YTD3Q231Y3Y5Y7Y10YSince 03.15.13
Defensive Composite-3.95-4.547.978.358.808.7710.049.94
S&P 50013.07-3.2821.6110.159.9212.2411.9112.50
Annual Index Performance % as of 2023-09-30
Defensive Composite3.2320.189.6522.86-1.6215.794.855.8319.01-
S&P 500-18.1128.7118.4031.49-4.3821.8311.961.3813.6932.39
Index Statistics as of 2023-09-30
Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Defensive Composite11.60.768.6070.560.8
S&P 50015.00.72-100.0100.0
Index Fundamentals as of 2023-09-30
BetaDividend YieldP / E Ratio
Defensive Composite0.642.6724.0
S&P 5001.001.6723.0
Top Holdings as of 2023-09-30
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Company Weight (%)
Johnson & Johnson 4.56
Costco Wholesale Corp 4.50
AbbVie Inc. 4.49
Merck & Co Inc 4.46
Eli Lilly & Co 4.44
Procter & Gamble 4.43
Walmart Inc. 4.18
PepsiCo Inc 3.98
Coca-Cola Co 3.96
McDonald's Corp 3.45