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 | 1.40 | 9348.74 | 1.30% | 5.36% | 26.19% | -2.82% |
| Salt Low truBeta US Market Index | SFSTBT | 0.79 | 14332.5 | 0.96% | 0.85% | 13.22% | -2.55% |
| Salt Hi-Lo Risk Momentum Index | SFHILOT | 0.92 | 20771.4 | 1.04% | 1.79% | 14.68% | -2.10% |
| Salt Low Beta Sector Composite Index | SFLBC | - | 1013.23 | 0.80% | 1.87% | - | - |
Sector
| Name | Index Ticker | Last | Day | MTD | 3M | YTD |
|---|---|---|---|---|---|---|
| Salt Low Beta Technology & Communications Index | SFLBT | 776.06 | -0.80% | 0.70% | - | - |
| Salt Low Beta Financial Services Index | SFLBF | 617.74 | 2.05% | 3.10% | - | - |
| Salt Low Beta Industrials Index | SFLBI | 761.55 | 1.40% | 4.01% | - | - |
| Salt Low Beta Health Care Index | SFLBV | 1893.17 | 0.20% | 1.05% | - | - |
| Salt Low Beta Consumer Cyclical Index | SFLBY | 817.89 | 0.54% | 3.16% | - | - |
| Salt Low Beta Consumer Defensive Index | SFLBP | 1002.27 | 0.46% | 1.67% | - | - |
| Salt Low Beta Utilities Index | SFLBU | 837.27 | 1.85% | 0.75% | - | - |
| Salt Low Beta Basic Materials Index | SFLBB | 1009.91 | 0.35% | 1.88% | - | - |
| Salt Low Beta Energy Index | SFLBE | 423.34 | 1.25% | 5.88% | - | - |
| Salt Low Beta Real Estate Index | SFLBR | 776.14 | 1.06% | 0.67% | - | - |
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 | 414.54 | 0.44% | 1.49% | 1.51% | - |
| Salt truVol US Equity Target Risk 5 (Excess Return) | SFTR5 | 181.92 | 0.15% | 0.73% | - | - |
| Salt truVol US Balanced Target Risk 4.25 (Excess Return) | SFBAL | 256.76 | 0.20% | 0.77% | - | - |
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.