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.

Salt-Financial-Index

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.