SYCORE | Syntax Stratified Core Index

Index Description

The Syntax Stratified Core Index is the stratified-weight version of the S&P 900® Index, which combines the S&P 500 Index and S&P MidCap 400 Index. The index holds the same constituents as the S&P 900, but the weight of each company in the Syntax Stratified Core Index is based on Syntax’s patented methodology to control exposure to related business risks (RBRs).

Index Facts

Number of Constituents 904
Weighting Methodology Stratified
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SYCORE
Index Inception Date December 27, 2016
Total Return Index Value as of 02/23/2024 5403.63

Index Performance

Multi-Horizon Returns % as of 2023-12-31
YTD 4Q23 1Y 3Y 5Y 7Y 10Y Since 12.20.91
Stratified Core15.7711.815.7710.2614.1211.1110.4413.18
S&P 90025.711.6925.79.915.513.1511.8510.52
900 Equal-weight15.4311.9915.439.713.910.319.8211.9
Annual Index Performance % as of 2023-12-31
2023 2022 2021 2020 2019 2018 2017 2016 2015 2014
Stratified Core15.77-8.6726.7713.6727.05-8.0717.4716.84-2.7313.61
S&P 90025.7-17.8228.4818.131.14-4.8621.412.611.1113.36
900 Equal-weight15.43-11.3629.0214.3726.99-9.2914.319.04-3.7512.05
Index Statistics as of 2023-12-31
Vol. Sharpe Ratio Track. Err. Upside Capture Down. Capture
Stratified Core16.70.544.7097.7104.2
S&P 90015.30.69-100.0100.0
900 Equal-weight17.90.485.8399.4110.6
Index Fundamentals as of 2023-12-31
Beta Dividend Yield P / E Ratio
Stratified Core1.051.9222.9
S&P 9001.01.5124.5
900 Equal-weight1.111.9321.2
Top Holdings as of 2023-12-31
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Company Weight (%)
Chevron Corp 0.77
Exxon Mobil Corp 0.75
Walgreens Boots Alliance Inc 0.75
CVS Health Corporation 0.70
Texas Roadhouse 0.53
The Scotts Miracle-Gro Company 0.52
Darden Restaurants Inc 0.51
Kimberly-Clark 0.50
Apple Inc. 0.49
Motorola Solutions Inc 0.48
Sector Allocation as of 2023-12-31
  • Energy
  • Food
  • Consumer
  • Info. Tools
  • Information
  • Industrials
  • Healthcare
  • Financials