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 243.35 -0.47% -0.60% -1.02% -2.24% -3.21% 2.89%
UBS Tech Edge Index CSEATEDG 255.63 -0.54% -3.44% -3.54% -1.70% -3.61% 3.41%
Nasdaq Generations 5™ Index NDXGEN5™ 290.86 0.39% 0.37% 1.09% 6.11% 1.29% 5.86%
Dimensional US Foundations Index DFAUSFDS 317.94 0.33% -0.30% -0.47% 4.00% -0.84% 4.30%
BofA Global MegaTrends Index* BOFAMEG7 486.59 -0.49% -2.66% -0.47% 4.83% -0.10% 8.60%

Single Asset
Name Bloomberg Ticker Last Day 3M YTD 1Y 3Y 10Y
Nasdaq-100 Volatility Control 5%™ Index XNDX5E™ 2403.35 0.41% 0.65% 1.60% 7.14% 4.13% 5.50%
Nasdaq-100 Volatility Control 7%™ Index XNDX7E™ 3366.60 0.57% 0.90% 2.23% 10.06% 5.75% 7.73%
Nasdaq-100 Volatility Control 10%™ Index XNDX10E™ 5472.83 0.82% 1.41% 3.41% 15.15% 8.36% 11.19%
Nasdaq-100 Volatility Control 12%™ Index XNDX12E™ 7021.71 0.96% 1.69% 4.37% 18.36% 9.75% 12.89%
Nasdaq-100 Max 30™ Index NDXMAX30™ 34119.96 -0.00% 5.14% 17.81% 52.86% 16.14% 26.26%

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 04/30/2024.

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 221.93 0.35% 0.81% 2.52% 9.17% 3.48% 4.83%
US 500 truVol Risk Control 7% Index 290.59 0.51% 1.91% 4.70% 14.10% 5.28% 6.81%
US 500 truVol Risk Control 10% Index 438.44 0.74% 3.05% 7.25% 21.82% 7.61% 9.67%
US 500 truVol Risk Control 12% Index 545.86 0.86% 3.48% 8.91% 26.19% 8.72% 11.21%
US 500 truVol Risk Control 15% Index 739.36 1.10% 4.31% 11.45% 34.44% 10.87% 13.09%
US Balanced truVol Risk Control 5% Index 269.43 0.28% -0.43% -0.57% 2.53% -1.49% 4.42%
US Balanced truVol Risk Control 7% Index 414.86 0.45% 0.59% 1.77% 8.70% 1.01% 7.21%

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 227.41 -0.05% 0.25% -2.41% -3.75% -6.17% 1.31%
Salt US Treasury Dynamic Stop-Loss Index 220.94 -0.35% -2.47% -5.05% -5.21% -3.70% 2.09%
Salt US Treasury Dynamic Stop-Loss (L/S) Index 230.51 -0.35% -4.85% -7.37% -8.54% -2.91% 3.32%
Salt US Treasury Dynamic Trend Index 192.90 -0.05% -1.68% -4.28% -5.62% -3.80% 1.62%
Salt US Treasury Dynamic Yield Curve Index 232.80 -0.35% -0.06% -2.70% -1.75% -1.57% 2.25%
Salt US Treasury Dynamic Yield Curve (L/S) Index 256.71 -0.35% -0.06% -2.70% -1.64% 1.51% 3.67%
Salt US Treasury Dynamic Yield Momentum Index 254.48 -0.35% -0.06% -2.70% -0.19% -0.56% 2.55%
Salt US Treasury Dynamic Yield Momentum (L/S) Index 306.63 -0.35% -0.06% -2.70% 1.51% 3.58% 4.27%
Salt US Treasury Dynamic Duration Index 250.51 -0.35% 0.41% -1.52% 1.85% -0.37% 2.44%
Salt US Treasury Dynamic Duration (L/S) Index 247.46 -0.33% 0.08% -1.72% 1.83% 2.09% 3.15%
Benchmark: iShares 7-10 Year Treasury Bond ETF (IEF) 209.27 -0.35% -0.06% -2.70% -1.90% -4.65% 0.80%

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