SPVP | Syntax US Large Cap Value Index

Index Description

The Syntax US Large Cap Value Index is a stratified-weight index holding large-cap US equities satisfying a value screen. This index aims to hold companies with high book-to-market values relative to their industry group, as defined by Syntax’s FIS codes. Constituents are weighted based on Syntax’s patented methodology to control exposure to related business risks (RBRs).

Index Facts

Number of Constituents 143
Weighting Methodology Stratified
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SPVP
Index Inception Date December 31, 2015
Total Return Index Value as of 04/19/2024 2512.89

Index Performance

Multi-Horizon Returns % as of 2024-03-31
YTD 1Q24 1Y 3Y 5Y 7Y 10Y Since 12.31.15
Stratified LargeCap Value8.328.3220.368.6713.4311.65-12.45
S&P 500 Value8.058.0525.5812.1713.2611.3810.6212.16
Annual Index Performance % as of 2024-03-31
2023 2022 2021 2020 2019 2018 2017 2016 2015 2014
Stratified LargeCap Value14.83-8.3431.2710.231.06-9.3916.1715.75--
S&P 500 Value22.23-5.2224.91.3631.93-8.9515.3617.4-3.1312.36
Index Statistics as of 2024-03-31
Vol. Sharpe Ratio Track. Err. Upside Capture Down. Capture
Stratified LargeCap Value19.70.494.88105.1106.4
S&P 500 Value17.00.55-100.0100.0
Top Holdings as of 2024-03-31
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Company Weight (%)
Kroger Co 3.09
Darden Restaurants Inc 2.95
Tyson Foods Inc A 2.19
Chevron Corp 2.13
Constellation Brands Inc A 2.13
Garmin Ltd 2.12
Kinder Morgan Inc 2.08
Atmos Energy Corp 2.07
AT&T Inc 2.07
General Motors Company 1.74