SYLC | Syntax Stratified LargeCap Index

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 Facts

Number of Constituents 505
Weighting Methodology Stratified
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SYLC
Index Inception Date December 27, 2016
Total Return Index Value as of 12/13/2023 5045.16

Index Performance

Multi-Horizon Returns % as of 2023-09-30
YTD3Q231Y3Y5Y7Y10YSince 12.20.91
Stratified LargeCap2.83-3.9515.3712.658.8510.7311.0212.82
S&P 50013.07-3.2821.6110.159.9212.2411.9110.13
S&P 500 Eq. Weight1.79-4.9013.6411.447.979.9510.2011.25
Annual Index Performance % as of 2023-09-30
Stratified LargeCap-8.7929.2512.3729.33-6.4320.1213.71-0.6615.5235.44
S&P 500-18.1128.7118.4031.49-4.3821.8311.961.3813.6932.39
S&P 500 Eq. Weight-11.4529.6312.8329.24-7.6418.9014.80-2.2014.4936.16
Index Statistics as of 2023-09-30
Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified LargeCap15.70.624.1196.799.7
S&P 50015.00.72-100.0100.0
S&P 500 Eq. Weight16.30.554.5396.8104.6
Index Fundamentals as of 2023-09-30
BetaDividend YieldP / E Ratio
Stratified LargeCap1.022.3120.3
S&P 5001.001.6723.0
Top Holdings as of 2023-09-30
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Company Weight (%)
Costco Wholesale Corp 0.83
Chevron Corp 0.82
Exxon Mobil Corp 0.82
Walmart Inc. 0.79
Kroger Co 0.77
CVS Health Corporation 0.76
Sysco Corp 0.76
Walgreens Boots Alliance Inc 0.73
Charter Communications Inc A 0.56
Garmin Ltd 0.55
Sector Allocation as of 2023-09-30
  • Energy
  • Food
  • Consumer
  • Info. Tools
  • Information
  • Industrials
  • Healthcare
  • Financials