SOCIAL1PR | Syntax U.S. Social Core Tier 1 Index

Index Description

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

Multi-Horizon Returns
(% as of 03/31/2023)
YTD1Q231Y3Y5Y7Y10YSince 12.31.15
Social Core Tier 14.644.64-4.3521.989.8611.07-11.06

Annual Index Performance
(% as of 03/31/2023)
Social Core Tier 1-13.0327.0615.5128.61-8.7116.0617.53---

Index Statistics
(as of 03/31/2023)
Vol.Sharpe RatioDividend YieldP / E RatioP / B Ratio
Social Core Tier 120.60.412.0119.02.46

Top Holdings
(as of 03/31/2023)
CompanyWeight (%)
Garmin Ltd1.22
Xerox Holdings Corp1.14
Meta Platforms Inc0.91
Walgreens Boots Alliance Inc0.80
CVS Health Corp0.74
Kimberly-Clark Corp0.63
Crocs Inc0.63
Deckers Outdoor Corp0.63
Ingredion Inc0.61
Illinois Tool Works Inc0.61