Indices

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

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 Bloomberg Ticker Last Day 3M YTD 1Y 3Y 10Y
Credit Suisse truVol US Target Sectors Index CSEATVUS 250.16 -0.04% 1.74% 1.06% -7.26% 0.37% 4.03%
Credit Suisse Tech Edge Index CSEATEDG 261.95 0.60% 4.03% 3.17% -6.01% -0.37% 4.30%
Nasdaq-100 5% Target Volatility Index XNDX5E 2170.82 0.99% 4.08% 3.84% -1.61% 3.69% 5.43%
Nasdaq Generations 5 Index NDXGEN5 273.75 -0.26% 4.08% 3.28% -1.50% 3.30% 6.07%
Dimensional US Foundations Index DFAUSFDS 312.32 0.49% 3.20% 3.10% -4.08% 2.37% 5.22%

Partner indices are sponsored and calculated by third parties using the truVol Risk Control Engine or other methodologies under license from Salt Financial.

Name Ticker Last Day 3M YTD 1Y 3Y 10Y
Salt truVol US Large Cap 5 (Excess Return) SFSP5 205.12 -0.21% 3.61% 2.67% -1.13% 3.86% 4.86%
Salt truVol US Large Cap Balanced 5 (Excess Return) SFBAL 266.50 -0.53% 3.18% 2.21% -7.22% 0.49% 5.17%
Salt truVol US Technology Balanced 5 (Excess Return) SFQBAL 262.68 -0.56% 3.42% 2.59% -7.05% 0.02% 5.44%
Salt truVol Growth-Value Momentum (Excess Return) SFGVM 259.65 -0.53% 2.94% 1.90% -7.61% -2.17% 4.38%

Building Blocks

Strategy components designed for either standalone use or embedded in broader multi-asset index strategies.

Equity
Name Last Day 3M YTD 1Y 3Y 10Y
Salt 52-Week High Index 2956.71 -0.42% 2.03% 3.74% 7.87% 23.83% 18.43%
Salt Blue Chip Reversal Index 5259.13 -0.78% 4.50% -2.92% -1.53% 8.57% 11.81%
Salt Sector Recovery Index 768.04 -0.94% 4.58% -0.81% -3.27% 12.59% 13.65%
Salt Technology Focus Index 1077.38 3.70% 19.49% 18.42% -13.20% 16.97% 19.61%
Fixed Income
Name Last Day 3M YTD 1Y 3Y 10Y
Salt US Treasury Dynamic Diversification Index 239.20 -0.04% 1.81% 0.89% -10.15% -1.95% 2.35%
Salt US Treasury Dynamic Stop-Loss Index 232.06 -0.04% 6.78% 4.06% -3.34% -0.09% 3.16%
Salt US Treasury Dynamic Stop-Loss (L/S) Index 246.50 -0.04% 7.31% 4.06% 3.22% 2.74% 4.97%
Salt US Treasury Dynamic Trend Index 205.21 0.00% 0.10% 0.10% 0.10% 0.82% 2.40%
Salt US Treasury Dynamic Yield Curve Index 238.42 -0.04% 6.23% 4.06% -2.56% 0.07% 2.69%
Salt US Treasury Dynamic Yield Curve (L/S) Index 261.02 -0.04% 6.23% 4.06% 5.13% 3.06% 4.05%
Salt US Treasury Dynamic Yield Momentum Index 251.22 -0.04% 6.23% 4.06% 0.31% 1.49% 2.95%
Salt US Treasury Dynamic Yield Momentum (L/S) Index 289.71 -0.04% 6.23% 4.06% 11.33% 5.90% 4.56%
Benchmark: iShares 7-10 Year Treasury Bond ETF (IEF) 215.96 -0.04% 6.23% 4.06% -9.87% -2.92% 1.34%

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