Salt Financial Indices


Rules-based strategies leveraging Salt Financial’s sophisticated risk analytics, including truBeta® and truVol®. Helping asset managers, investment banks, insurance carriers, and advisors better target risk to meet their investment objectives and seek outperformance.

Salt-Financial-Index

truVol® Indices

Indices designed to manage risk by responding rapidly to changing volatility conditions. Powered by the truVol® Risk Control Engine (RCE), Salt's next generation volatility forecasting mechanism.


Name Index Ticker Last Day 3M YTD 1Y Volatility (1Y)
Salt truVol US Large Cap 5 (Excess Return) SFSP5 205.12 -0.08% -0.84% -3.18% 5.41% 5.24%
Salt truVol US Technology 5 (Excess Return) SFQ5 219.36 -0.03% -1.18% -3.28% 1.93% 5.12%
Salt truVol US Large Cap Balanced 5 (Excess Return) SFBAL 284.22 -0.42% -1.14% -4.38% 0.63% 5.31%
Salt truVol US Technology Balanced 5 (Excess Return) SFQBAL 280.42 -0.42% -2.19% -4.51% -2.76% 5.17%
Salt truVol Growth-Value Momentum (Excess Return) SFGVM 278.00 -0.50% -4.14% -4.84% -7.90% 5.30%

Partner Indices

Proprietary quantitative investment strategies powered by truVol. Developed in partnership with global investment banks for use in fixed index annuities by leading insurance carriers.

Name Index Ticker Last Day 3M YTD 1Y Volatility (1Y)
Credit Suisse truVol US Target Sectors Index CSEATVUS 264.92 -0.58% -3.24% -4.45% -0.34% 4.75%
Credit Suisse Tech Edge Index CSEATEDG 275.47 -0.25% -3.39% -4.80% -5.53% 5.08%

*Partner Indices are sponsored and calculated using the truVol Risk Control Engine or other technologies under license from Salt Financial Indices. Certain index methodologies may have been contributed in development or data inputs delivered to support ongoing calculation.

US Equity Indices

Differentiated equity strategies leveraging Salt’s risk analytics and quantitative research for use in index-linked products.


Broad Market
Name Index Ticker Last Day 3M YTD 1Y Volatility (1Y)
Salt 52-Week High Index SFFTW 2594.21 -2.39% -18.60% -17.64% -5.71% 23.96%
Salt Bounce Back Index SFBBK 762.23 -1.01% -3.82% -7.74% 7.89% 10.93%
Salt High truBeta US Market Index SFMGXT 12444.57 -1.91% -19.85% -16.59% -1.38% 26.49%
Salt Hi-Lo Risk Momentum Index SFHILOT 26230.88 0.14% -2.38% -5.23% 11.61% 11.94%
Salt Low truBeta US Market Index SFSTBT 17411.53 0.14% 0.37% -5.23% 15.71% 10.30%
Salt Sector-Neutral Low Beta Index SFLBC 1359.27 -0.04% -0.36% -5.08% 16.92% 10.67%

Sector
Name Index Ticker Last Day 3M YTD 1Y Volatility (1Y)
Salt Basic Materials Total Sector Low Beta Index SFLBB 1245.65 -0.46% -2.32% -8.84% 15.33% 15.53%
Salt Consumer Cyclical Total Sector Low Beta Index SFLBY 1054.63 -0.53% -9.07% -10.65% 9.08% 15.53%
Salt Consumer Defensive Total Sector Low Beta Index SFLBP 1003.93 0.75% 6.36% -1.51% 10.29% 11.58%
Salt Energy Total Sector Low Beta Index SFLBE 1193.03 0.69% 5.64% 9.89% 64.75% 26.46%
Salt Financial Services Total Sector Low Beta Index SFLBF 1005.31 -1.03% -3.95% -3.24% 30.29% 16.94%
Salt Health Care Total Sector Low Beta Index SFLBV 2025.73 -0.27% -6.31% -9.11% 0.56% 12.45%
Salt Industrials Total Sector Low Beta Index SFLBI 1048.85 -1.41% -5.56% -8.80% 19.53% 15.29%
Salt Real Estate Total Sector Low Beta Index SFLBR 1767.09 -1.32% -2.63% -9.87% 28.48% 13.96%
Salt Tech & Comm. Total Sector Low Beta Index SFLBT 998.19 -1.03% -12.24% -10.35% -2.66% 15.99%
Salt Utilities Total Sector Low Beta Index SFLBU 860.18 0.70% 3.39% -3.27% 15.86% 13.41%

The Garage

The Garage offers a sneak peek at index concepts in development at Salt Financial. These strategies are in the late stages of product development— ready for fund sponsors, asset managers, and investment banks to license or further customize to their needs for use in funds or other investment vehicles.


Name Index Ticker Last Day 3M YTD 1Y Volatility (1Y)
Salt Blue Chip Reversal Index SFBCR 5253.42 0.94% 4.92% -3.55% 18.62% 10.92%
Salt Cyclical Industry Index SFCYCI 406.13 -1.65% -16.65% -16.64% -5.17% 18.45%
Salt Defensive Industry Index SFDEFI 1634.86 -0.01% -0.23% -4.29% 8.05% 11.00%
Salt Market Movers Index SFMMV 526.86 -4.61% -27.46% -27.88% -13.59% 34.27%
Disclaimers

All information for an index prior to its Inception Date is back-tested, based on the methodology that was in effect on the Inception Date. Back-tested performance, which is hypothetical and not actual performance, can frequently result in material differences between back-tested results and actual results achieved by an investment strategy. For additional legal information and disclosures on the limitations of back-tested performance, please visit here.

truVol® Risk Control Engine

Salt-Financial-Index

A high-performance toolkit designed for index products that dynamically manage market exposure. truVol-powered indices are built with the goal of outperforming standard methods of volatility control used in structured notes, annuities, and exchange-traded products.

Licensing


Salt Financial Indices are available to license for exchange-traded funds, model portfolios, structured products, annuities and other investment vehicles.

For additional information on licensing or custom index development using truBeta® and truVol®, contact 646-779-1010 or licensing@saltfinancial.com.