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 148
Weighting Methodology Stratified
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SPVP
Index Inception Date December 31, 2015
Base Index Value 1000
Total Return Index Value (as of 05/25/2023) 2090.32

Index Performance

Multi-Horizon Returns
(% as of 03/31/2023)
YTD1Q231Y3Y5Y7Y10YSince 12.31.15
Stratified LargeCap Value3.343.34-6.2124.8110.6511.41-11.41
S&P 500 Value5.175.17-0.1619.129.4710.4810.1710.43

Annual Index Performance
(% as of 03/31/2023)
Stratified LargeCap Value-8.3431.2710.2031.06-9.3916.1715.75---
S&P 500 Value-5.2224.901.3631.93-8.9515.3617.40-3.1312.3631.99

Index Statistics
(as of 03/31/2023)
Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified LargeCap Value21.90.425.46108.1106.1
S&P 500 Value18.60.43-100.0100.0

Top Holdings
(as of 03/31/2023)
CompanyWeight (%)
Moderna Inc3.36
Kroger Co3.17
Garmin Ltd2.14
Brown-Forman Corp2.11
Kinder Morgan Inc2.11
Tyson Foods Inc2.10
Atmos Energy Corp2.08
Ross Stores Inc2.05
Phillips 662.02
Stanley Black & Decker Inc2.01