Salt truVol® US Technology Balanced 5 (Excess Return)

Targets 5% volatility by dynamically adjusting exposure among US large cap technology stocks, Treasury bonds, and cash on a daily basis.


The Salt truVol® US Technology Balanced 5 Index (ticker: SFQBAL) is designed to provide exposure to both US large cap technology stocks and Treasuries while dynamically controlling volatility with a 5% target. The Index uses the truVol® Risk Control Engine (RCE) to help optimize weighting between the Invesco QQQ ETF (QQQ) and the iShares 7-10 Year Treasury Bond ETF (IEF). The strategy also uses the RCE to maintain a daily volatility target of 5%, using non-remunerating cash to reduce exposure if necessary.

The Index is rebalanced daily and calculated in excess of a daily accrual of the Federal Funds Effective Rate (Excess Return) and includes an index fee of 50 basis points.

Key Facts

Type Excess Return
Weighting Volatility Driven
Rebalancing Daily
Base Date Dec 31, 2003
Inception Date Jul 31, 2021
Calculation Agent Salt Financial LLC