Salt Low truBeta™ US Market Index

Overview

The Salt Low truBeta™ US Market Index (ticker: SFSTBT) is designed to reflect the performance of a lower volatility equity strategy by targeting stocks with lower sensitivity to the SPDR S&P 500 ETF (truBeta™ scores less than 1.0) that tend to maintain a more stable beta over time.

Salt Financial’s truBeta™ is a proprietary beta forecast that uses a blend of long, medium, and short-term interval return data powered by a machine learning algorithm designed to produce a far more accurate forecast for the next quarter in comparison to traditional methods. By incorporating more recent data and correcting for the bias in estimating high and low beta stocks truBeta™ is intended to provide investors with what we believe is a superior forecast of the market risk embedded in their portfolios.

The Salt Low truBeta™ US Market Index selects 100 stocks from a universe composed of the Solactive US Large and Mid Cap Index, a benchmark of the 1000 largest US stocks by market capitalization. The index is equally weighted and is calculated on a gross total return basis with a base level of 1000.

Key Facts

Ticker SFSTBT
Type Total Return
Weighting Equal Weight
Rebalancing Quarterly
Base Date Mar 15, 1996
Inception Date Oct 23, 2018
Calculation Agent Solactive AG

Performance