Indices
Rules-based strategies leveraging Salt Financial’s sophisticated risk analytics. Helping asset managers, investment banks, insurance carriers, and advisors better target risk to meet their investment objectives and seek outperformance.
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 | Bloomberg Ticker | Last | Day | 3M | YTD | 1Y | 3Y | 10Y |
|---|---|---|---|---|---|---|---|---|
| Credit Suisse truVol US Target Sectors Index | CSEATVUS | 250.16 | -0.04% | 1.74% | 1.06% | -7.26% | 0.37% | 4.03% |
| Credit Suisse Tech Edge Index | CSEATEDG | 261.95 | 0.60% | 4.03% | 3.17% | -6.01% | -0.37% | 4.30% |
| Nasdaq-100 5% Target Volatility Index | XNDX5E | 2170.82 | 0.99% | 4.08% | 3.84% | -1.61% | 3.69% | 5.43% |
| Nasdaq Generations 5 Index | NDXGEN5 | 273.75 | -0.26% | 4.08% | 3.28% | -1.50% | 3.30% | 6.07% |
| Dimensional US Foundations Index | DFAUSFDS | 312.32 | 0.49% | 3.20% | 3.10% | -4.08% | 2.37% | 5.22% |
Partner indices are sponsored and calculated by third parties using the truVol Risk Control Engine or other methodologies under license from Salt Financial.
| Name | Ticker | Last | Day | 3M | YTD | 1Y | 3Y | 10Y |
|---|---|---|---|---|---|---|---|---|
| Salt truVol US Large Cap 5 (Excess Return) | SFSP5 | 205.12 | -0.21% | 3.61% | 2.67% | -1.13% | 3.86% | 4.86% |
| Salt truVol US Large Cap Balanced 5 (Excess Return) | SFBAL | 266.50 | -0.53% | 3.18% | 2.21% | -7.22% | 0.49% | 5.17% |
| Salt truVol US Technology Balanced 5 (Excess Return) | SFQBAL | 262.68 | -0.56% | 3.42% | 2.59% | -7.05% | 0.02% | 5.44% |
| Salt truVol Growth-Value Momentum (Excess Return) | SFGVM | 259.65 | -0.53% | 2.94% | 1.90% | -7.61% | -2.17% | 4.38% |
Building Blocks
Strategy components designed for either standalone use or embedded in broader multi-asset index strategies.
Equity
| Name | Last | Day | 3M | YTD | 1Y | 3Y | 10Y |
|---|---|---|---|---|---|---|---|
| Salt 52-Week High Index | 2956.71 | -0.42% | 2.03% | 3.74% | 7.87% | 23.83% | 18.43% |
| Salt Blue Chip Reversal Index | 5259.13 | -0.78% | 4.50% | -2.92% | -1.53% | 8.57% | 11.81% |
| Salt Sector Recovery Index | 768.04 | -0.94% | 4.58% | -0.81% | -3.27% | 12.59% | 13.65% |
| Salt Technology Focus Index | 1077.38 | 3.70% | 19.49% | 18.42% | -13.20% | 16.97% | 19.61% |
Fixed Income
| Name | Last | Day | 3M | YTD | 1Y | 3Y | 10Y |
|---|---|---|---|---|---|---|---|
| Salt US Treasury Dynamic Diversification Index | 239.20 | -0.04% | 1.81% | 0.89% | -10.15% | -1.95% | 2.35% |
| Salt US Treasury Dynamic Stop-Loss Index | 232.06 | -0.04% | 6.78% | 4.06% | -3.34% | -0.09% | 3.16% |
| Salt US Treasury Dynamic Stop-Loss (L/S) Index | 246.50 | -0.04% | 7.31% | 4.06% | 3.22% | 2.74% | 4.97% |
| Salt US Treasury Dynamic Trend Index | 205.21 | 0.00% | 0.10% | 0.10% | 0.10% | 0.82% | 2.40% |
| Salt US Treasury Dynamic Yield Curve Index | 238.42 | -0.04% | 6.23% | 4.06% | -2.56% | 0.07% | 2.69% |
| Salt US Treasury Dynamic Yield Curve (L/S) Index | 261.02 | -0.04% | 6.23% | 4.06% | 5.13% | 3.06% | 4.05% |
| Salt US Treasury Dynamic Yield Momentum Index | 251.22 | -0.04% | 6.23% | 4.06% | 0.31% | 1.49% | 2.95% |
| Salt US Treasury Dynamic Yield Momentum (L/S) Index | 289.71 | -0.04% | 6.23% | 4.06% | 11.33% | 5.90% | 4.56% |
| Benchmark: iShares 7-10 Year Treasury Bond ETF (IEF) | 215.96 | -0.04% | 6.23% | 4.06% | -9.87% | -2.92% | 1.34% |
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.
Disclaimer
All information for an index prior to its Inception Date is back-tested, based on the methodology that was in effect on the Inception Date. Back-tested performance, which is hypothetical and not actual performance, can frequently result in material differences between back-tested results and actual results achieved by an investment strategy. For additional legal information and disclosures on the limitations of back-tested performance, please visit here.
Licensing
Salt Financial Indices are available to license for exchange-traded funds, model portfolios, structured products, annuities and other investment vehicles.
