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 | 1.37 | 9681.43 | 2.11% | 0.47% | 12.83% | 0.64% |
| Salt Low truBeta US Market Index | SFSTBT | 0.74 | 14052.6 | 1.17% | -3.00% | 6.65% | -4.45% |
| Salt Hi-Lo Risk Momentum Index | SFHILOT | 0.89 | 20614 | 1.39% | -2.23% | 7.99% | -2.84% |
| Salt Low Beta Sector Composite Index | SFLBC | - | 962.63 | 1.12% | -4.63% | 5.00% | - |
Sector
| Name | Index Ticker | Last | Day | MTD | 3M | YTD |
|---|---|---|---|---|---|---|
| Salt Low Beta Technology & Communications Index | SFLBT | 755.81 | 1.53% | -5.04% | 5.17% | - |
| Salt Low Beta Financial Services Index | SFLBF | 583.47 | 1.04% | -7.38% | -0.65% | - |
| Salt Low Beta Industrials Index | SFLBI | 746.16 | 1.00% | -3.41% | 12.73% | - |
| Salt Low Beta Health Care Index | SFLBV | 1856.48 | 1.58% | -3.33% | 6.30% | - |
| Salt Low Beta Consumer Cyclical Index | SFLBY | 796.29 | 1.11% | -3.69% | 12.77% | - |
| Salt Low Beta Consumer Defensive Index | SFLBP | 972.51 | 0.89% | -5.06% | 6.51% | - |
| Salt Low Beta Utilities Index | SFLBU | 777.24 | 1.62% | -1.63% | 2.28% | - |
| Salt Low Beta Basic Materials Index | SFLBB | 870 | 0.72% | -3.54% | 8.35% | - |
| Salt Low Beta Energy Index | SFLBE | 354.86 | -0.94% | -12.71% | -10.53% | - |
| Salt Low Beta Real Estate Index | SFLBR | 743.26 | 1.75% | -4.52% | 2.41% | - |
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 | 419.53 | 0.55% | -2.90% | 3.52% | - |
| Salt truVol US Equity Target Risk 4.5 (Excess Return) | SFTR4 | 172.94 | 0.37% | - | - | - |
| Salt truVol US Balanced Target Risk 4.25 (Excess Return) | SFBAL | 256.68 | 0.43% | -0.87% | - | - |
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.