Index and Portfolio Strategies
Rules-based strategies leveraging Salt Financial’s sophisticated risk analytics, including truBeta™. Helping investors, advisors, and portfolio managers by better targeting risk to meet their investment objectives and seek outperformance.
Select Salt Financial indices and portfolio strategies are available to license for exchange-traded funds, model portfolios, structured products, and other investing vehicles.
truBeta™ Indices
Core building blocks targeting specific levels of market risk using truBeta™, a forward-looking forecast of market sensitivity we believe to be more accurate and responsive than traditional measures.
| Name | Last | Day | truBeta™ | MTD | 3M | YTD | Since Inception | Inception Date | Documents |
|---|---|---|---|---|---|---|---|---|---|
| Salt High truBeta™ US Market Index |
8274.11 | 1.08% | 1.28 | -6.65% | -1.88% | 18.72% | 5.34% | 2018-02-07 | Methodology |
| Salt Low truBeta™ US Market Index |
14015.8 | 0.73% | 0.55 | 1.78% | 6.09% | 21.47% | 15.89% | 2018-10-23 | Methodology |
| Salt Hi-Lo Risk Momentum Index |
20119.9 | 0.73% | 0.55 | 1.78% | 4.44% | - | 5.98% | 2019-05-13 | Methodology |
Portfolio Strategies
Salt’s truBeta™ Strategies provide advisors and investors with actionable solutions featuring core truBeta™ Building Blocks in combination with third-party ETFs. They are designed to illustrate the power of truBeta™ as a portfolio construction tool to complement a core investment strategy.
All portfolios are rebalanced once on December 31st of each year, re-allocating to their initial asset allocations.
| Name | Last | Day | truBeta™ | MTD | 3M | YTD | Since Inception | Inception Date |
|---|---|---|---|---|---|---|---|---|
| Conservative 20% High truBeta™ 80% iShares 7-10 Yr Treasury (IEF) |
316.4 | -0.15% | 0.17 | 0.86% | 4.65% | 11.82% | 13.83% | 2018-11-20 |
| Balanced 35% High truBeta™ 65% iShares Core US Aggregate Bond (AGG) |
282.28 | 0.23% | 0.44 | -1.33% | 2.17% | 11.94% | 11.84% | 2018-11-20 |
| Aggressive 30% High truBeta™ 70% SPDR S&P 500 ETF (SPY) |
696.22 | 1.17% | 1.08 | -3.25% | 1.34% | 18.30% | 12.67% | 2018-11-20 |
For information on licensing Salt Financial indices or strategies, contact 646-779-1050 or licensing@saltfinancial.com.
Calculated as of Aug 19, 2019. All indices are administered by Salt Financial with calculation services provided by Solactive AG. All Portfolio Strategies are managed and calculated by Salt Financial using data provided by Bloomberg LP.
truBeta™ estimates are forecasts are based on Salt Financial analytics as of the calculation date.