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
Base Index Value 100
Total Return Index Value (as of 05/25/2023) 4504.63

Index Performance

Multi-Horizon Returns
(% as of 03/31/2023)
YTD1Q231Y3Y5Y7Y10YSince 12.20.91
Stratified LargeCap3.083.08-4.1722.4010.8211.8711.9913.05
S&P 5007.507.50-7.7318.6011.1912.4212.2410.13
S&P 500 Eq. Weight2.932.93-6.3122.069.9611.2411.4011.48

Annual Index Performance
(% as of 03/31/2023)
Stratified LargeCap-8.7929.2512.3729.33-6.4320.1213.71-0.6615.5235.44
S&P 500-18.1128.7118.4031.49-4.3821.8311.961.3813.6932.39
S&P 500 Eq. Weight-11.4529.6312.8329.24-7.6418.9014.80-2.2014.4936.16

Index Statistics
(as of 03/31/2023)
Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified LargeCap15.60.713.9098.899.4
S&P 50014.80.76-100.0100.0
S&P 500 Eq. Weight16.10.654.2998.9103.1

Index Fundamentals
(as of 03/31/2023)
BetaDividend YieldP / E Ratio
Stratified LargeCap1.022.1019.7
S&P 5001.001.7023.0

Top Holdings
(as of 03/31/2023)
CompanyWeight (%)
Walmart Inc.0.81
Sysco Corp0.79
Costco Wholesale Corp0.79
Kroger Co0.79
Chevron Corp0.77
Exxon Mobil Corp0.77
Walgreens Boots Alliance Inc0.70
CVS Health Corporation0.64
Apple Inc.0.56
Chipotle Mexican Grill Inc.0.55

Sector Allocation
(as of 03/31/2023)
  • Energy
  • Food
  • Consumer
  • Info. Tools
  • Information
  • Industrials
  • Healthcare
  • Financials