SY1KPR | Syntax Stratified 1000 Index

Index Description

The Syntax Stratified 1000 Index is the stratified-weight version of the widely-used Russell 1000 Index. The index holds the same constituents as the Russell 1000, but the weight of each company in the Syntax Stratified 1000 Index is based on Syntax’s patented methodology to control exposure to related business risks (RBRs).

Index Facts

Number of Constituents 1010
Weighting Methodology Stratified
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SY1KPR
Index Inception Date August 21, 2019
Base Index Value 100
Total Return Index Value (as of 05/25/2023) 132.17

Index Performance

Multi-Horizon Returns
(% as of 03/31/2023)
YTD1Q231Y3Y5Y7Y10YSince 09.30.98
Stratified 10004.574.57-6.5920.928.8110.4910.9711.70
Russell 10007.467.46-8.3918.5510.8712.2312.018.03
Russell 1000 Eq. Weight2.932.93-9.8021.528.159.759.788.89

Annual Index Performance
(% as of 03/31/2023)
2022202120202019201820172016201520142013
Stratified 1000-13.2822.1114.7028.58-7.3819.3214.51-1.3014.0438.20
Russell 1000-19.1326.4520.9631.43-4.7821.6912.050.9213.2433.11
Russell 1000 Eq. Weight-13.4323.3516.4324.73-8.7717.3716.37-4.0111.0635.28

Index Statistics
(as of 03/31/2023)
Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified 100016.40.614.5595.798.9
Russell 100015.10.73-100.0100.0
Russell 1000 Eq. Weight17.10.525.3395.3105.1

Index Fundamentals
(as of 03/31/2023)
BetaDividend YieldP / E RatioP / B Ratio
Stratified 10001.051.9828.62.60
Russell 10001.001.6924.03.88
Russell 1000 Eq. Weight1.082.0730.42.48

Top Holdings
(as of 03/31/2023)
CompanyWeight (%)
Chevron0.79
Exxon Mobil Corporation0.78
Walgreens Boots Alliance0.69
CVS Health Corporation0.63
Chipotle Mexican Grill0.60
Apple Inc.0.60
Motorola Solutions0.57
Darden Restaurants0.57
Starbucks0.54
Reynolds Consumer Products0.53

Sector Allocation
(as of 03/31/2023)
  • Energy
  • Food
  • Consumer
  • Info. Tools
  • Information
  • Industrials
  • Healthcare
  • Financials