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.

Salt-Financial-Index

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 Last Day 3M YTD 1Y
Salt High truBeta US Market Index SFMGXT 13760.1 -3.83% 19.01% 8.66% 58.81%
Salt Low truBeta US Market Index SFSTBT 14908.2 -0.89% -0.30% -2.17% 1.87%
Salt Hi-Lo Risk Momentum Index SFHILOT 23546.6 -1.73% 4.45% 0.64% 13.36%
Salt Low Beta Sector Composite Index SFLBC 1171.35 -1.77% 4.81% 3.56% 15.68%

Sector
Name Index Ticker Last Day 3M YTD 1Y
Salt Low Beta Basic Materials Index SFLBB 1221.9 -2.19% 5.70% 4.36% 33.07%
Salt Low Beta Consumer Cyclical Index SFLBY 1080.35 -2.62% 6.83% 5.05% 29.98%
Salt Low Beta Consumer Defensive Index SFLBP 1104.28 -1.28% 0.40% -0.90% 17.17%
Salt Low Beta Energy Index SFLBE 614.06 -1.75% 20.48% 24.50% 15.72%
Salt Low Beta Financial Services Index SFLBF 923.4 -1.97% 15.93% 12.45% 20.70%
Salt Low Beta Health Care Index SFLBV 2149.03 -2.03% 7.03% 1.59% 32.32%
Salt Low Beta Industrials Index SFLBI 1007.55 -1.53% 5.92% 5.10% 26.17%
Salt Low Beta Real Estate Index SFLBR 1254.35 -1.49% 6.86% 4.69% -6.68%
Salt Low Beta Technology & Communications Index SFLBT 950.35 -3.32% 10.23% 2.75% 39.83%
Salt Low Beta Utilities Index SFLBU 1043.83 -1.01% -6.00% -3.45% -12.72%

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
Salt truVol US Large Cap Dynamic Hedge Index SFTDH 442.16 -2.24% 2.68% 0.28% 5.96%
Salt truVol US Equity Target Risk 4.5 (Excess Return) SFTR4 177.6 -0.99% 1.35% 0.10% 5.90%
Salt truVol SPY Balanced 4.25 (Excess Return) SFBAL 233.58 -1.55% -1.30% -2.23% 4.78%
Salt truVol QQQ Balanced 5 (Excess Return) SFQBAL 269.67 -1.73% -1.88% -3.16% 6.11%

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
Salt Snapback Sector Rotation Index SFSSR 678.34 0.04% 3.49% 0.93% 20.60%
Salt 52-Week High Index SFFTW 2888.06 -4.82% 16.91% 7.45% 73.44%
Salt Blue Chip Reversal Index SFBCR 4269 -0.64% -4.02% -5.01% 2.43%
Salt Market Movers Index SFMMV 436.93 -4.90% 14.27% 8.92% 79.71%
Salt Cyclical Industry Index SFCYCI 432.56 -3.46% 12.64% 4.71% 53.77%
Salt Defensive Industry Index SFDEFI 1894.09 -1.84% 2.31% 0.23% 18.29%
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

Salt-Financial-Index

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.