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.

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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 14783.80 0.71% 10.07% 16.74% 116.75%
Salt Low truBeta US Market Index SFSTBT 16292.54 1.06% 8.02% 6.91% 27.44%
Salt Hi-Lo Risk Momentum Index SFHILOT 26202.30 0.93% 8.79% 10.45% 45.26%
Salt Sector-Neutral Low Beta Index SFLBC 1419.72 1.01% 9.87% 12.66% 53.40%

Sector
Name Index Ticker Last Day 3M YTD 1Y
Salt Basic Materials Total Sector Low Beta Index SFLBB 1719.57 1.02% 6.62% 13.88% 63.02%
Salt Consumer Cyclical Total Sector Low Beta Index SFLBY 1308.69 0.61% 11.83% 16.67% 96.27%
Salt Consumer Defensive Total Sector Low Beta Index SFLBP 1518.34 0.94% 8.41% 7.61% 33.66%
Salt Energy Total Sector Low Beta Index SFLBE 606.82 -0.21% 8.70% 26.14% 65.08%
Salt Financial Services Total Sector Low Beta Index SFLBF 1137.25 0.37% 14.37% 21.12% 70.54%
Salt Health Care Total Sector Low Beta Index SFLBV 2326.91 1.43% -0.32% 4.48% 40.75%
Salt Industrials Total Sector Low Beta Index SFLBI 1478.72 0.63% 13.19% 17.21% 75.73%
Salt Real Estate Total Sector Low Beta Index SFLBR 2153.85 1.64% 15.42% 13.46% 60.46%
Salt Technology & Communications Total Sector Low Beta Index SFLBT 1094.20 1.20% 6.13% 8.68% 65.57%
Salt Utilities Total Sector Low Beta Index SFLBU 1029.13 1.18% 11.06% 9.35% 14.69%

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 477.27 1.06% 8.05% 8.24% 16.95%
Salt truVol US Equity Target Risk 4.5 (Excess Return) SFTR4 182.78 0.63% 2.75% 3.09% 11.13%
Salt truVol SPY Balanced 4.25 (Excess Return) SFBAL 238.28 0.69% 0.38% -0.13% 6.51%
Salt truVol QQQ Balanced 5 (Excess Return) SFQBAL 275.13 0.67% -0.71% -1.75% 5.87%

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 731.61 1.18% 9.22% 8.86% 45.56%
Salt 52-Week High Index SFFTW 2896.26 -0.09% -1.09% 10.44% 97.02%
Salt Blue Chip Reversal Index SFBCR 4572.35 0.70% 2.02% 1.75% 15.01%
Salt Market Movers Index SFMMV 650.59 0.06% 2.38% 9.07% 134.60%
Salt Cyclical Industry Index SFCYCI 485.41 1.31% 7.64% 11.36% 86.43%
Salt Defensive Industry Index SFDEFI 2749.77 0.96% 8.84% 9.98% 42.34%
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

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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.