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 | 1.13 | 11831.5 | 1.08% | 18.66% | 25.54% | 22.99% |
| Salt Low truBeta US Market Index | SFSTBT | 0.74 | 14939.8 | -0.00% | 6.91% | 3.76% | 1.58% |
| Salt Hi-Lo Risk Momentum Index | SFHILOT | 0.84 | 22656.7 | 0.27% | 9.63% | 8.50% | 6.79% |
| Salt Low Beta Sector Composite Index | SFLBC | - | 1108.85 | -0.29% | 10.89% | 8.32% | - |
Sector
| Name | Index Ticker | Last | Day | MTD | 3M | YTD |
|---|---|---|---|---|---|---|
| Salt Low Beta Technology & Communications Index | SFLBT | 863.28 | 0.66% | 15.39% | 10.63% | - |
| Salt Low Beta Financial Services Index | SFLBF | 717.29 | -0.74% | 14.35% | 14.35% | - |
| Salt Low Beta Industrials Index | SFLBI | 866.12 | -0.12% | 15.34% | 11.66% | - |
| Salt Low Beta Health Care Index | SFLBV | 2035.72 | 1.14% | 7.62% | 7.81% | - |
| Salt Low Beta Consumer Cyclical Index | SFLBY | 928.84 | 0.12% | 14.07% | 12.75% | - |
| Salt Low Beta Consumer Defensive Index | SFLBP | 1056.25 | 0.12% | 7.14% | 0.95% | - |
| Salt Low Beta Utilities Index | SFLBU | 903.89 | -1.11% | 4.13% | 8.63% | - |
| Salt Low Beta Basic Materials Index | SFLBB | 1086.08 | 0.15% | 11.10% | 11.81% | - |
| Salt Low Beta Energy Index | SFLBE | 444.51 | -1.10% | 27.47% | 8.47% | - |
| Salt Low Beta Real Estate Index | SFLBR | 815.93 | -0.84% | 10.59% | 6.11% | - |
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 | 430.8 | 0.12% | 4.45% | 0.41% | - |
| Salt truVol US Equity Target Risk 4.5 (Excess Return) | SFTR4 | 187.45 | 0.09% | 3.27% | - | - |
| Salt truVol US Balanced Target Risk 4.25 (Excess Return) | SFBAL | 260.82 | 0.28% | 3.10% | 0.96% | - |
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.