Index Solutions


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


Salt Financial Indices (SFI) is a wholly-owned subsidiary of Salt Financial. Select SFI strategies are available to license for exchange-traded funds, model portfolios, structured products, and other investing vehicles.

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truBeta™ Indices


Broad Market
Name Index Ticker truBeta Last Day MTD 3M YTD Documents
Salt High truBeta US Market Index SFMGXT 2.03 8676.17 0.30% -1.68% 49.05% -9.81% Methodology
Factsheet
Salt Low truBeta US Market Index SFSTBT 0.83 13544.4 0.34% 1.24% 18.24% -7.91% Methodology
Factsheet
Salt Hi-Lo Risk Momentum Index SFHILOT 1.08 19553.2 0.33% 0.61% 19.30% -7.84% Methodology
Salt Low Beta Sector Composite Index SFLBC - 515.53 0.18% 0.18% - - Methodology

Sector
Name Index Ticker Last Day MTD 3M YTD Documents
Salt Low Beta Technology & Communications Index SFLBT 542.36 0.58% 0.58% - - Methodology
Salt Low Beta Financial Services Index SFLBF 338.24 -0.92% -0.92% - - Methodology
Salt Low Beta Industrials Index SFLBI 467.15 -0.90% -0.90% - - Methodology
Salt Low Beta Health Care Index SFLBV 1453.29 0.67% 0.67% - - Methodology
Salt Low Beta Consumer Cyclical Index SFLBY 500.33 0.20% 0.20% - - Methodology
Salt Low Beta Consumer Defensive Index SFLBP 462.18 -0.11% -0.11% - - Methodology
Salt Low Beta Utilities Index SFLBU 311.71 1.77% 1.77% - - Methodology
Salt Low Beta Basic Materials Index SFLBB 569.39 -0.65% -0.65% - - Methodology
Salt Low Beta Energy Index SFLBE 256.56 -2.44% -2.44% - - Methodology
Salt Low Beta Real Estate Index SFLBR 226.73 2.40% 2.40% - - Methodology

Calculated as of Jul 2, 2020.

All Broad Market indices except SFLBC are administered by SFI with calculation services provided by Solactive AG. All Sector indices plus SFLBC are administered and calculated by SFI.

truVol™ Indices


Hedged
Name Index Ticker Last Day MTD 3M YTD Documents
Salt truVol US Large Cap Dynamic Hedge Index SFTDH 406.84 0.09% 0.09% -0.50% - Methodology
Factsheet

Risk Control
Name Index Ticker Last Day MTD 3M YTD Documents
Salt US Market truVol RCE 8 (Excess Return) - 241.24 0.13% 0.13% 3.32% -5.93% -
Salt US Market truVol RCE 4 (Excess Return) - 159.01 0.06% 0.06% 1.66% -2.94% -

Calculated as of Jul 1, 2020.

SFTDH is administered by SFI with calculation services provided by S&P Dow Jones Indices LLC. Risk Control indices are administered and calculated by SFI using the Solactive US Large & Midcap Index, a benchmark featuring the top 1000 US stocks by market capitalization, as Base Equity Exposure.

truVol™ Risk Control Engine

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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


For information on licensing SFI indices or strategies, contact 646-779-1050 or licensing@saltfinancial.com.