Salt Financial Indices
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.
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 | 3M | YTD | 1Y | Volatility (1Y) |
|---|---|---|---|---|---|---|---|
| Salt truVol US Large Cap Dynamic Hedge Index | SFTDH | 507.22 | -0.80% | 0.41% | 15.03% | 16.97% | 10.07% |
| Salt truVol US Large Cap 5 (Excess Return) | SFSP5 | 208.68 | 0.00% | 0.59% | 8.14% | 9.18% | 5.03% |
| Salt truVol US Technology 5 (Excess Return) | SFQ5 | 225.05 | 0.00% | 0.73% | 6.14% | 7.13% | 4.91% |
| Salt truVol US Large Cap Balanced 5 (Excess Return) | SFBAL | 292.92 | 0.00% | -0.19% | 3.95% | 5.02% | 5.05% |
| Salt truVol US Technology Balanced 5 (Excess Return) | SFQBAL | 292.42 | 0.00% | -0.40% | 2.08% | 2.92% | 4.99% |
| Salt truVol Growth-Value Momentum (Excess Return) | SFGVM | 290.46 | 0.00% | -1.76% | -3.36% | -2.40% | 5.07% |
Partner Indices
Proprietary quantitative investment strategies powered by truVol. Developed in partnership with global investment banks for use in fixed index annuities by leading insurance carriers.
| Name | Index Ticker | Last | Day | 3M | YTD | 1Y | Volatility (1Y) |
|---|---|---|---|---|---|---|---|
| Credit Suisse truVol US Target Sectors Index | CSEATVUS | 271.74 | 0.38% | -2.55% | 2.54% | 3.34% | 4.65% |
| Credit Suisse Tech Edge Index | CSEATEDG | 288.00 | 0.16% | -1.49% | -0.26% | 0.65% | 4.82% |
*Partner Indices are sponsored and calculated using the truVol Risk Control Engine or other technologies under license from Salt Financial Indices. Certain index methodologies may have been contributed in development or data inputs delivered to support ongoing calculation.
US Equity Indices
Differentiated equity strategies leveraging Salt’s risk analytics and quantitative research for use in index-linked products.
Broad Market
| Name | Index Ticker | Last | Day | 3M | YTD | 1Y | Volatility (1Y) |
|---|---|---|---|---|---|---|---|
| Salt 52-Week High Index | SFFTW | 3068.10 | -2.65% | -2.85% | 17.70% | 24.18% | 23.25% |
| Salt Bounce Back Index | SFBBK | 773.29 | 0.45% | -3.99% | 11.84% | 13.40% | 10.86% |
| Salt High truBeta US Market Index | SFMGXT | 14417.40 | -1.24% | -1.63% | 13.85% | 21.38% | 24.97% |
| Salt Hi-Lo Risk Momentum Index | SFHILOT | 26154.73 | 0.03% | -4.16% | 10.25% | 14.24% | 12.08% |
| Salt Low truBeta US Market Index | SFSTBT | 17211.26 | 0.55% | -2.43% | 12.94% | 15.21% | 10.42% |
| Salt Sector-Neutral Low Beta Index | SFLBC | 1346.19 | 0.14% | -2.11% | 16.43% | 19.21% | 11.05% |
Sector
| Name | Index Ticker | Last | Day | 3M | YTD | 1Y | Volatility (1Y) |
|---|---|---|---|---|---|---|---|
| Salt Basic Materials Total Sector Low Beta Index | SFLBB | 1264.26 | -0.00% | 0.02% | 16.85% | 20.95% | 16.21% |
| Salt Consumer Cyclical Total Sector Low Beta Index | SFLBY | 1136.12 | -1.01% | -3.14% | 18.83% | 21.67% | 14.93% |
| Salt Consumer Defensive Total Sector Low Beta Index | SFLBP | 951.10 | 1.08% | -1.05% | 7.26% | 8.68% | 11.20% |
| Salt Energy Total Sector Low Beta Index | SFLBE | 1055.99 | -0.69% | 14.20% | 55.05% | 57.75% | 27.71% |
| Salt Financial Services Total Sector Low Beta Index | SFLBF | 995.01 | -1.49% | 0.52% | 28.87% | 33.85% | 17.12% |
| Salt Health Care Total Sector Low Beta Index | SFLBV | 2064.51 | -0.69% | -7.57% | 4.83% | 9.00% | 12.53% |
| Salt Industrials Total Sector Low Beta Index | SFLBI | 1099.92 | -0.39% | -0.26% | 24.81% | 28.42% | 15.26% |
| Salt Real Estate Total Sector Low Beta Index | SFLBR | 1825.17 | -0.30% | -0.23% | 32.59% | 35.72% | 14.92% |
| Salt Tech & Comm. Total Sector Low Beta Index | SFLBT | 1068.93 | -1.17% | -7.17% | 5.18% | 10.93% | 15.25% |
| Salt Utilities Total Sector Low Beta Index | SFLBU | 834.77 | 1.16% | -3.83% | 9.76% | 9.91% | 14.29% |
The Garage
The Garage offers a sneak peek at index concepts in development at Salt Financial. These strategies are in the late stages of product development— ready for fund sponsors, asset managers, and investment banks to license or further customize to their needs for use in funds or other investment vehicles.
| Name | Index Ticker | Last | Day | 3M | YTD | 1Y | Volatility (1Y) |
|---|---|---|---|---|---|---|---|
| Salt Blue Chip Reversal Index | SFBCR | 5135.81 | 0.93% | 1.97% | 14.28% | 12.36% | 10.73% |
| Salt Cyclical Industry Index | SFCYCI | 468.98 | -1.08% | -4.15% | 9.93% | 15.62% | 17.01% |
| Salt Defensive Industry Index | SFDEFI | 1612.27 | 0.49% | -5.30% | 6.98% | 9.40% | 11.00% |
| Salt Market Movers Index | SFMMV | 710.36 | -2.19% | 5.35% | 13.16% | 17.03% | 29.79% |
Disclaimers
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.
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.