Index Solutions
Rules-based strategies leveraging Salt Financial’s sophisticated risk analytics, including truBeta™ and truVol™. Helping asset managers, investment banks, and advisors better target risk to meet their investment objectives and seek outperformance.
Salt Financial Indices (SFI) is a wholly-owned subsidiary of Salt Financial. Select SFI strategies are available to license for exchange-traded funds, model portfolios, structured products, and other investing vehicles.
truBeta™ Indices
Broad Market
| Name | Index Ticker | truBeta | Last | Day | MTD | 3M | YTD | Documents |
|---|---|---|---|---|---|---|---|---|
| Salt High truBeta US Market Index | SFMGXT | 2.03 | 8676.17 | 0.30% | -1.68% | 49.05% | -9.81% | Methodology Factsheet |
| Salt Low truBeta US Market Index | SFSTBT | 0.83 | 13544.4 | 0.34% | 1.24% | 18.24% | -7.91% | Methodology Factsheet |
| Salt Hi-Lo Risk Momentum Index | SFHILOT | 1.08 | 19553.2 | 0.33% | 0.61% | 19.30% | -7.84% | Methodology |
| Salt Low Beta Sector Composite Index | SFLBC | - | 515.53 | 0.18% | 0.18% | - | - | Methodology |
Sector
| Name | Index Ticker | Last | Day | MTD | 3M | YTD | Documents |
|---|---|---|---|---|---|---|---|
| Salt Low Beta Technology & Communications Index | SFLBT | 542.36 | 0.58% | 0.58% | - | - | Methodology |
| Salt Low Beta Financial Services Index | SFLBF | 338.24 | -0.92% | -0.92% | - | - | Methodology |
| Salt Low Beta Industrials Index | SFLBI | 467.15 | -0.90% | -0.90% | - | - | Methodology |
| Salt Low Beta Health Care Index | SFLBV | 1453.29 | 0.67% | 0.67% | - | - | Methodology |
| Salt Low Beta Consumer Cyclical Index | SFLBY | 500.33 | 0.20% | 0.20% | - | - | Methodology |
| Salt Low Beta Consumer Defensive Index | SFLBP | 462.18 | -0.11% | -0.11% | - | - | Methodology |
| Salt Low Beta Utilities Index | SFLBU | 311.71 | 1.77% | 1.77% | - | - | Methodology |
| Salt Low Beta Basic Materials Index | SFLBB | 569.39 | -0.65% | -0.65% | - | - | Methodology |
| Salt Low Beta Energy Index | SFLBE | 256.56 | -2.44% | -2.44% | - | - | Methodology |
| Salt Low Beta Real Estate Index | SFLBR | 226.73 | 2.40% | 2.40% | - | - | Methodology |
Calculated as of Jul 2, 2020.
All Broad Market indices except SFLBC are administered by SFI with calculation services provided by Solactive AG. All Sector indices plus SFLBC are administered and calculated by SFI.
truVol™ Indices
Hedged
| Name | Index Ticker | Last | Day | MTD | 3M | YTD | Documents |
|---|---|---|---|---|---|---|---|
| Salt truVol US Large Cap Dynamic Hedge Index | SFTDH | 406.84 | 0.09% | 0.09% | -0.50% | - | Methodology Factsheet |
Risk Control
| Name | Index Ticker | Last | Day | MTD | 3M | YTD | Documents |
|---|---|---|---|---|---|---|---|
| Salt US Market truVol RCE 8 (Excess Return) | - | 241.24 | 0.13% | 0.13% | 3.32% | -5.93% | - |
| Salt US Market truVol RCE 4 (Excess Return) | - | 159.01 | 0.06% | 0.06% | 1.66% | -2.94% | - |
Calculated as of Jul 1, 2020.
SFTDH is administered by SFI with calculation services provided by S&P Dow Jones Indices LLC. Risk Control indices are administered and calculated by SFI using the Solactive US Large & Midcap Index, a benchmark featuring the top 1000 US stocks by market capitalization, as Base Equity Exposure.
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
For information on licensing SFI indices or strategies, contact 646-779-1050 or licensing@saltfinancial.com.