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.

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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 1.17 10645.4 -0.12% 7.42% 18.96% 10.66%
Salt Low truBeta US Market Index SFSTBT 0.75 14619.1 0.20% 2.68% 4.51% -0.60%
Salt Hi-Lo Risk Momentum Index SFHILOT 0.85 21724 0.12% 3.77% 7.61% 2.39%
Salt Low Beta Sector Composite Index SFLBC - 1019.57 0.41% 4.25% 4.63% -

Sector
Name Index Ticker Last Day MTD 3M YTD
Salt Low Beta Technology & Communications Index SFLBT 787.94 -0.07% 3.76% 6.24% -
Salt Low Beta Financial Services Index SFLBF 640.94 1.06% 7.07% 4.67% -
Salt Low Beta Industrials Index SFLBI 785.63 0.47% 4.44% 10.28% -
Salt Low Beta Health Care Index SFLBV 1955.65 0.14% 3.36% 2.78% -
Salt Low Beta Consumer Cyclical Index SFLBY 849.46 0.61% 5.64% 13.49% -
Salt Low Beta Consumer Defensive Index SFLBP 1004.6 -0.47% 2.03% 4.39% -
Salt Low Beta Utilities Index SFLBU 834.63 0.58% 6.17% 3.34% -
Salt Low Beta Basic Materials Index SFLBB 1005.09 -0.01% 6.30% 6.40% -
Salt Low Beta Energy Index SFLBE 362.59 1.71% 3.38% -9.11% -
Salt Low Beta Real Estate Index SFLBR 763.37 0.73% 1.48% 2.40% -

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 423.85 0.35% 0.42% 4.21% -
Salt truVol US Equity Target Risk 4.5 (Excess Return) SFTR4 184.54 0.11% 0.44% - -
Salt truVol US Balanced Target Risk 4.25 (Excess Return) SFBAL 258.06 -0.05% 0.02% 2.33% -

truVol® Risk Control Engine

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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.