Salt Blue Chip Reversal Index

Targets beaten-down members of one of the oldest and best known US stock market gauges.


The Salt Blue Chip Reversal Index begins with the components of the Dow Jones Industrial Average, selecting the 10 lowest volatility DJIA members over the last quarter and “reverse ranking” them by recent return, putting the most weight on the most beaten down stocks.

This rank-weighting methodology is designed to create more active exposure to a desired factor by systematically allocating more weight to its top- or bottom-ranked components. By targeting low volatility and more depressed prices, the index seeks to capitalize on the potential for out of favor blue chip stocks to revert to the mean.

Key Facts

Ticker SFBCR
Type Total Return
Weighting Reverse Rank
Rebalancing Quarterly
Base Date Dec 29, 1989
Inception Date Jan 5, 2021
Calculation Agent Salt Financial Indices LLC