Salt Hi-Lo Risk Momentum Index

Overview

The Salt Hi-Lo Risk Momentum Index (ticker: SFHILOT) blends two different large and midcap US equity strategies with distinct risk characteristics using a simple momentum indicator to tilt portfolio risk higher or lower while remaining 100% invested in equities to avoid missing out on gains.

The index compares the trailing three-month performance of the Salt High and Low truBeta™ Indices to allocate according to risk, checking performance monthly and adjusting whenever there is a change in risk profile (the momentum of the Low relative to High).

Key Facts

Ticker SFHILOT
Type Total Return
Weighting Proprietary
Rebalancing Monthly
Base Date Jun 28, 1996
Inception Date May 13, 2019
Calculation Agent Solactive AG

Performance