SYENY | Syntax Stratified Energy Index

Index Description

The Syntax Stratified Energy Index is a stratified-weight index of S&P 900 companies that operate in the energy 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 89
Weighting Methodology Stratified
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SYENY
Index Inception Date December 27, 2016
Base Index Value 100
Total Return Index Value (as of 05/25/2023) 2621.13

Index Performance

Multi-Horizon Returns
(% as of 03/31/2023)
YTD1Q231Y3Y5Y7Y10YSince 12.20.91
Stratified Energy-3.81-3.814.0131.178.829.234.8711.19
Cap-weight Energy-4.29-4.294.5028.328.677.875.338.35

Annual Index Performance
(% as of 03/31/2023)
Stratified Energy27.6530.06-13.4913.56-7.237.1026.48-22.16-3.7723.35
Cap-weight Energy33.0733.65-18.6816.64-10.832.8023.77-16.53-0.5722.90

Index Statistics
(as of 03/31/2023)
Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified Energy21.30.196.36105.591.1
Cap-weight Energy20.30.00-100.0100.0

Top Holdings
(as of 03/31/2023)
CompanyWeight (%)
Chevron Corp6.23
Exxon Mobil Corp6.21
American Water Works Co Inc2.23
NRG Energy2.20
Essential Utilities Inc2.13
AES Corp2.10
Constellation Energy Corp2.06
Ormat Technologies2.00
Sunrun Inc.1.98
Public Service Enterprise Grp1.93