SY3000 | Syntax US 3000 Index

Index Description

The Syntax US 3000 Index is a float-adjusted market capitalization-weighted equity index of the 3000 largest publicly traded US companies as ranked by their float market caps, subject to screens for liquidity. Companies are defined as US according to Syntax’s proprietary country classification methodology, which considers regulatory filings, currencies of accounting and distribution, and use of tax havens.

The goal of the Index is to reflect the performance of the broad investible US market, providing an unbiased benchmark and a regularly refreshed universe for index development. To qualify for inclusion, a company’s stock must have a 20-day average daily traded value of at least ten thousand dollars, a float factor of at least 20% and a share price of at least one dollar as of the snapshot date for eligibility data used in the quarterly rebalancing.

Index Facts

Number of Constituents 2996
Weighting Methodology Float Market Cap
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SY3000
Index Inception Date June 17, 2022
Base Index Value 1000
Total Return Index Value (as of 05/25/2023) 4976.77

Index Performance

Multi-Horizon Returns
(% as of 03/31/2023)
YTD1Q231Y3Y5Y7Y10YSince 12.17.99
US 30005.425.42-10.2717.7310.0511.7711.567.03
Russell 30007.187.18-8.5818.4810.4511.9911.737.00

Annual Index Performance
(% as of 03/31/2023)
US 3000-19.5025.6121.0531.07-5.1321.4612.960.2112.5833.61
Russell 3000-19.2125.6620.8931.02-5.2421.1312.740.4812.5633.55

Index Statistics
(as of 03/31/2023)
Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
US 300015.30.700.5699.5100.2
Russell 300015.30.71-100.0100.0

Top Holdings
(as of 03/31/2023)
CompanyWeight (%)
Apple Inc5.97
Microsoft Corp4.89
Alphabet Inc2.70 Inc2.22
NVIDIA Corp1.53
Berkshire Hathaway Inc1.42
Tesla Inc1.40
Exxon Mobil Corp1.15
UnitedHealth Group Inc1.09
Meta Platforms Inc1.00