SYCPS | Syntax Stratified Consumer Index

Index Description

The Syntax Stratified Consumer Index is a stratified-weight index of S&P 900 companies that operate in the consumer products sector. It uses Syntax’s patented methodology to control exposure to related business risks (RBRs). The Syntax Sector Indices hold the constituents of the S&P 900, with every constituent in the S&P 900 assigned to exactly one sector index.

Index Facts

Number of Constituents 96
Weighting Methodology Stratified
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SYCPS
Index Inception Date December 27, 2016
Total Return Index Value as of 09/22/2023 2092.23

Index Performance

Multi-Horizon Returns % as of 2023-06-30
YTD2Q231Y3Y5Y7Y10YSince 12.20.91
Stratified Consumer9.411.9416.9912.485.296.616.9510.50
Cap-weight Consumer19.788.0915.9811.569.479.319.489.89
Annual Index Performance % as of 2023-06-30
Stratified Consumer-22.5923.2616.1324.30-13.9312.149.52-7.7814.4341.05
Cap-weight Consumer-31.3934.7316.5730.63-8.0016.473.20-0.9916.9736.17
Index Statistics as of 2023-06-30
Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified Consumer20.70.299.70102.1115.6
Cap-weight Consumer17.40.48-100.0100.0
Top Holdings as of 2023-06-30
CompanyWeight (%)
Estee Lauder Cos. A2.94
Church & Dwight Co2.82
Coty Inc.2.75
Procter & Gamble2.74
The Scotts Miracle-Gro Company2.69
Colgate-Palmolive Co2.68
Clorox Co2.68
Energizer Holdings Inc2.68
PVH Corp2.05