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 97
Weighting Methodology Stratified
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SYCPS
Index Inception Date December 27, 2016
Base Index Value 100
Total Return Index Value (as of 05/25/2023) 2140.15

Index Performance

Multi-Horizon Returns
(% as of 03/31/2023)
YTD1Q231Y3Y5Y7Y10YSince 12.20.91
Stratified Consumer7.337.33-3.9122.985.645.367.2610.52
Cap-weight Consumer10.8210.82-13.5916.868.577.449.2010.59

Annual Index Performance
(% as of 03/31/2023)
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 03/31/2023)
Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified Consumer20.30.317.1284.083.1
Cap-weight Consumer22.80.32-100.0100.0

Top Holdings
(as of 03/31/2023)
CompanyWeight (%)
Coty Inc.3.05
Procter & Gamble2.94
Clorox Co2.86
Church & Dwight Co2.86
Colgate-Palmolive Co2.86
Estee Lauder Cos. A2.83
Energizer Holdings Inc2.81
The Scotts Miracle-Gro Company2.56
PVH Corp2.42