SYLC | Syntax Stratified LargeCap Index

Index Description

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

Index Facts

Number of Constituents 503
Weighting Methodology Stratified
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SYLC
Index Inception Date December 27, 2016
Total Return Index Value as of 02/23/2024 5286.3

Index Performance

Multi-Horizon Returns % as of 2023-12-31
YTD 4Q23 1Y 3Y 5Y 7Y 10Y Since 12.20.91
Stratified LargeCap14.0510.9114.0510.3714.3411.911.113.08
S&P 50026.2911.6926.2910.015.6913.4212.0310.43
S&P 500 Eq. Weight13.8711.8713.879.3413.7711.1310.411.55
Annual Index Performance % as of 2023-12-31
2023 2022 2021 2020 2019 2018 2017 2016 2015 2014
Stratified LargeCap14.05-8.7929.2512.3729.33-6.4320.1213.71-0.6615.52
S&P 50026.29-18.1128.7118.431.49-4.3821.8311.961.3813.69
S&P 500 Eq. Weight13.87-11.4529.6312.8329.24-7.6418.914.8-2.214.49
Index Statistics as of 2023-12-31
Vol. Sharpe Ratio Track. Err. Upside Capture Down. Capture
Stratified LargeCap16.00.614.1897.3100.7
S&P 50015.20.71-100.0100.0
S&P 500 Eq. Weight16.70.544.6397.9105.8
Index Fundamentals as of 2023-12-31
Beta Dividend Yield P / E Ratio
Stratified LargeCap1.022.0722.0
S&P 5001.01.4925.1
S&P 500 Eq. Weight1.052.0123.4
Top Holdings as of 2023-12-31
Click on a company name to view more information on key statistics, classification and more. Premium data requires an Affinity login.
Company Weight (%)
Costco Wholesale Corp 0.81
TJX Cos Inc 0.79
Ross Stores Inc 0.78
Walmart Inc. 0.78
Chevron Corp 0.77
Kroger Co 0.77
Exxon Mobil Corp 0.75
Walgreens Boots Alliance Inc 0.75
Sysco Corp 0.74
CVS Health Corporation 0.70
Sector Allocation as of 2023-12-31
  • Energy
  • Food
  • Consumer
  • Info. Tools
  • Information
  • Industrials
  • Healthcare
  • Financials