Index Solutions
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.
truBeta™ Indices
A suite of indices designed to target specific levels of risk to protect or enhance investment portfolios. At the core is truBeta™, Salt’s advanced approach to forecasting market sensitivity (beta), powered by higher frequency data and modern data science techniques.
Broad Market
| Name | Index Ticker | truBeta | Last | Day | MTD | 3M | YTD |
|---|---|---|---|---|---|---|---|
| Salt High truBeta US Market Index | SFMGXT | 1.17 | 10645.4 | -0.12% | 7.42% | 18.96% | 10.66% |
| Salt Low truBeta US Market Index | SFSTBT | 0.75 | 14619.1 | 0.20% | 2.68% | 4.51% | -0.60% |
| Salt Hi-Lo Risk Momentum Index | SFHILOT | 0.85 | 21724 | 0.12% | 3.77% | 7.61% | 2.39% |
| Salt Low Beta Sector Composite Index | SFLBC | - | 1019.57 | 0.41% | 4.25% | 4.63% | - |
Sector
| Name | Index Ticker | Last | Day | MTD | 3M | YTD |
|---|---|---|---|---|---|---|
| Salt Low Beta Technology & Communications Index | SFLBT | 787.94 | -0.07% | 3.76% | 6.24% | - |
| Salt Low Beta Financial Services Index | SFLBF | 640.94 | 1.06% | 7.07% | 4.67% | - |
| Salt Low Beta Industrials Index | SFLBI | 785.63 | 0.47% | 4.44% | 10.28% | - |
| Salt Low Beta Health Care Index | SFLBV | 1955.65 | 0.14% | 3.36% | 2.78% | - |
| Salt Low Beta Consumer Cyclical Index | SFLBY | 849.46 | 0.61% | 5.64% | 13.49% | - |
| Salt Low Beta Consumer Defensive Index | SFLBP | 1004.6 | -0.47% | 2.03% | 4.39% | - |
| Salt Low Beta Utilities Index | SFLBU | 834.63 | 0.58% | 6.17% | 3.34% | - |
| Salt Low Beta Basic Materials Index | SFLBB | 1005.09 | -0.01% | 6.30% | 6.40% | - |
| Salt Low Beta Energy Index | SFLBE | 362.59 | 1.71% | 3.38% | -9.11% | - |
| Salt Low Beta Real Estate Index | SFLBR | 763.37 | 0.73% | 1.48% | 2.40% | - |
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 | MTD | 3M | YTD |
|---|---|---|---|---|---|---|
| Salt truVol US Large Cap Dynamic Hedge Index | SFTDH | 423.85 | 0.35% | 0.42% | 4.21% | - |
| Salt truVol US Equity Target Risk 4.5 (Excess Return) | SFTR4 | 184.54 | 0.11% | 0.44% | - | - |
| Salt truVol US Balanced Target Risk 4.25 (Excess Return) | SFBAL | 258.06 | -0.05% | 0.02% | 2.33% | - |
truVol® Risk Control Engine
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.