Indices

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

Partner 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.

Multi-Asset
Name Bloomberg Ticker Last Day 3M YTD 1Y 3Y 10Y
UBS truVol US Target Sectors Index CSEATVUS 245.91 0.19% -0.21% 0.02% 0.15% -2.84% 2.66%
UBS Tech Edge Index CSEATEDG 263.07 0.16% 0.67% -0.73% -0.56% -2.81% 3.36%
Nasdaq Generations 5™ Index NDXGEN5™ 293.95 0.03% 1.35% 2.17% 4.16% 1.36% 5.84%
Dimensional US Foundations Index DFAUSFDS 320.37 0.21% 0.38% 0.28% 2.37% -0.38% 4.14%
BofA Global MegaTrends Index* BOFAMEG7 498.81 0.15% 0.31% 2.02% 4.04% 0.78% 8.48%

Single Asset
Name Bloomberg Ticker Last Day 3M YTD 1Y 3Y 10Y
Nasdaq-100 Volatility Control 5%™ Index XNDX5E™ 2444.91 0.01% 2.49% 3.36% 5.68% 4.34% 5.51%
Nasdaq-100 Volatility Control 7%™ Index XNDX7E™ 3448.19 0.01% 3.49% 4.71% 7.96% 6.04% 7.73%
Nasdaq-100 Volatility Control 10%™ Index XNDX10E™ 5660.08 0.02% 5.02% 6.95% 11.98% 8.78% 11.19%
Nasdaq-100 Volatility Control 12%™ Index XNDX12E™ 7323.04 0.02% 6.30% 8.84% 14.78% 10.36% 12.93%
Nasdaq-100 Max 30™ Index NDXMAX30™ 38871.14 0.04% 21.91% 34.22% 43.49% 18.88% 26.87%

Partner indices are sponsored and calculated by third parties using the truVol Risk Control Engine or other methodologies under license from Salt Financial.
*Trailing performance stats for this index are as of 05/31/2024.

Volatility Control Benchmarks

A series of volatility-controlled benchmark indices using the SPDR S&P 500 ETF (SPY) as the underlying asset, powered by the truVol Risk Control Engine (RCE) using intraday returns.

Name Last Day 3M YTD 1Y 3Y 10Y
US 500 truVol Risk Control 5% Index 224.86 0.14% 1.94% 3.87% 7.22% 4.07% 4.75%
US 500 truVol Risk Control 7% Index 295.86 0.22% 3.32% 6.59% 11.37% 6.17% 6.67%
US 500 truVol Risk Control 10% Index 449.35 0.30% 4.89% 9.92% 17.57% 8.93% 9.46%
US 500 truVol Risk Control 12% Index 563.16 0.36% 5.97% 12.36% 21.28% 10.39% 11.00%
US 500 truVol Risk Control 15% Index 768.52 0.44% 7.38% 15.85% 27.93% 12.91% 12.86%
US Balanced truVol Risk Control 5% Index 273.15 0.23% 1.13% 0.80% 1.49% -1.12% 4.34%
US Balanced truVol Risk Control 7% Index 535.54 0.31% 3.03% 4.62% 8.22% 2.78% 8.11%

Dynamic US Treasury Indices

A series of rule-based indices featuring the iShares 7-10 Year Treasury Bond ETF (IEF) as the underlying asset that seek to manage exposure to US Treasuries in changing interest rate environments. These indices are intended for use in multi-asset volatility control strategies, replacing the underlying ETFs with futures tracking indices.

Name Last Day 3M YTD 1Y 3Y 10Y
Salt US Treasury Dynamic Diversification Index 228.67 -0.10% 0.50% -1.86% -2.71% -5.97% 1.47%
Salt US Treasury Dynamic Stop-Loss Index 224.94 -0.47% -1.01% -3.34% -2.99% -3.35% 2.37%
Salt US Treasury Dynamic Stop-Loss (L/S) Index 234.69 -0.47% -3.42% -5.69% -6.39% -2.54% 3.61%
Salt US Treasury Dynamic Trend Index 193.97 -0.10% -1.43% -3.75% -4.60% -3.59% 1.77%
Salt US Treasury Dynamic Yield Curve Index 237.01 -0.47% 1.44% -0.94% 0.55% -1.21% 2.53%
Salt US Treasury Dynamic Yield Curve (L/S) Index 261.36 -0.47% 1.44% -0.94% 0.66% 1.90% 3.96%
Salt US Treasury Dynamic Yield Momentum Index 259.09 -0.47% 1.44% -0.94% 2.15% -0.19% 2.82%
Salt US Treasury Dynamic Yield Momentum (L/S) Index 312.18 -0.47% 1.44% -0.94% 3.90% 3.98% 4.54%
Salt US Treasury Dynamic Duration Index 252.42 -0.28% 0.36% -0.77% 3.17% -0.34% 2.58%
Salt US Treasury Dynamic Duration (L/S) Index 249.46 -0.28% 0.22% -0.93% 2.98% 2.12% 3.29%
Benchmark: iShares 7-10 Year Treasury Bond ETF (IEF) 213.06 -0.47% 1.44% -0.94% 0.40% -4.30% 1.08%

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.

Disclaimer

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.

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