SOCIAL1PR | Syntax U.S. Social Core Tier 1 Index
The Syntax Social Core Tier 1 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, or coal, 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 | 689 |
| Weighting Methodology | Stratified |
| Rebalancing Frequency | Quarterly |
| Currency | USD |
| Exchange Symbol/Ticker | SOCIAL1PR |
| Index Inception Date | December 31, 2015 |
| Base Index Value | 1000 |
| Total Return Index Value (as of 05/25/2023) | 2071.91 |
Index Performance
| YTD | 1Q23 | 1Y | 3Y | 5Y | 7Y | 10Y | Since 12.31.15 | |
|---|---|---|---|---|---|---|---|---|
| Social Core Tier 1 | 4.64 | 4.64 | -4.35 | 21.98 | 9.86 | 11.07 | - | 11.06 |
| 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|
| Social Core Tier 1 | -13.03 | 27.06 | 15.51 | 28.61 | -8.71 | 16.06 | 17.53 | - | - | - |
| Vol. | Sharpe Ratio | Dividend Yield | P / E Ratio | P / B Ratio | |
|---|---|---|---|---|---|
| Social Core Tier 1 | 20.6 | 0.41 | 2.01 | 19.0 | 2.46 |
| Company | Weight (%) |
|---|---|
| Garmin Ltd | 1.22 |
| Xerox Holdings Corp | 1.14 |
| Meta Platforms Inc | 0.91 |
| Walgreens Boots Alliance Inc | 0.80 |
| CVS Health Corp | 0.74 |
| Kimberly-Clark Corp | 0.63 |
| Crocs Inc | 0.63 |
| Deckers Outdoor Corp | 0.63 |
| Ingredion Inc | 0.61 |
| Illinois Tool Works Inc | 0.61 |
Past performance is no guarantee of future results. The inception date of the Syntax U.S. Social Core Tier 1 Index is 01/01/2016. Charts and graphs are provided for illustrative purposes only.
The Syntax U.S. Social Core Tier 1 is the property of Locus Analytics, LLC, which has contracted with NYSE to calculate and maintain the Indices. The Indices are not sponsored by NYSE or its affiliates or its third party licensors. NYSE will not be liable for any errors or omissions in calculating the Index. Syntax®, Stratified®, Stratified Indices®, Stratified-Weight™, and Locus® are trademarks or registered trademarks of Locus Analytics, LLC.
Index performance does not represent actual fund or portfolio performance and such performance does not reflect the actual investment experience of any investor. An investor cannot invest directly in an index. In addition, the results actual investors might have achieved would have differed from those shown because of differences in the timing, amounts of their investments, and fees and expenses associated with an investment in a portfolio invested in accordance with an index. None of the Syntax Indices or the benchmark indices portrayed herein charge management fees or incur brokerage expenses, and no such fees or expenses were deducted from the performance shown; provided, however, that the returns of any investment portfolio invested in accordance with such indices would be net of such fees and expenses. Additionally, none of these indices lend securities, and no revenues from securities lending were added to the performance shown. Performance shown is unaudited and subject to revision. This site may include materials and documents containing forward-looking statements which are based on our expectations and projections as of the date made. Past returns are not necessarily predictive of future returns.
Top holdings and security classifications used in calculating allocation tables are based on ending weight as of 03/31/2023.