Index and Portfolio Strategies
Rules-based strategies leveraging Salt Financial’s sophisticated risk analytics, including truBeta™. Helping investors, advisors, and portfolio managers by better targeting risk to meet their investment objectives and seek outperformance.
Salt Financial Indices (SFI) is a wholly-owned subsidiary of Salt Financial. Select SFI strategies are available to license for exchange-traded funds, model portfolios, structured products, and other investing vehicles.
truBeta™ Indices
Core building blocks targeting specific levels of market risk using truBeta, a forward-looking forecast of market sensitivity we believe to be more accurate and responsive than traditional measures.
| Name | Index Ticker | truBeta | Last | Day | MTD | 3M | YTD | Since Inception | Inception Date | Documents |
|---|---|---|---|---|---|---|---|---|---|---|
| Salt High truBeta US Market Index |
SFMGXT | 1.37 | 9169.41 | 1.47% | 0.03% | 8.62% | 31.57% | 16.73% | 2018-02-07 | Methodology |
| Salt Low truBeta US Market Index |
SFSTBT | 0.57 | 14382.4 | 0.43% | 0.32% | 1.42% | 24.65% | 18.92% | 2018-10-23 | Methodology |
| Salt Hi-Lo Risk Momentum Index |
SFHILOT | 0.74 | 20633.4 | 0.65% | 0.26% | 1.35% | - | 8.69% | 2019-05-13 | Methodology |
truVol™ Risk Control Indices
The truVol Risk Control Engine is an advanced method of targeting risk with more responsiveness to volatility shocks for use in risk-controlled investment products. Engineered to integrate with a variety of benchmark and proprietary strategies, the truVol Risk Control Engine offers configurable parameters for volatility and aggressiveness that can be customized for use in structured notes, fixed index annuities, or other index-linked products.
The indices below pair the truVol Risk Control Engine with a broad market equity benchmark (the Solactive US Large & Midcap Index). These indices, the stand-alone truVol Risk Control Engine, and custom integrations with other benchmarks and strategies are all available for licensing.
| Name | Base Equity Exposure* | Last | Day | MTD | 3M | YTD | Since Inception | Inception Date |
|---|---|---|---|---|---|---|---|---|
| Salt US Market truVol Risk Control 10 (Total Return) |
US Large and Midcap | 423.04 | 0.80% | -0.02% | - | - | 4.87% | 2019-09-30 |
| Salt US Market truVol Risk Control 8 (Excess Return) |
US Large and Midcap | 250.5 | 0.61% | -1.01% | - | - | 4.00% | 2019-09-30 |
| Salt US Market truVol Risk Control 4 (Excess Return) |
US Large and Midcap | 162.1 | 0.30% | -1.30% | - | - | 1.18% | 2019-09-30 |
*Base Equity Exposure is the Solactive US Large & Midcap Index, a benchmark featuring the top 1000 US stocks by market capitalization, administered and calculated by Solactive AG. Click here for additional information.
Portfolio Strategies
Salt Portfolio Strategies offer advisors and investors simple models featuring core truBeta building blocks in combination with third-party ETFs. They are designed to illustrate the power of truBeta as a portfolio construction tool to complement a core investment strategy.
All portfolios are rebalanced once annually, on December 31st, re-allocating to their initial asset allocations.
| Name | truBeta | Last | Day | MTD | 3M | YTD | Since Inception | Inception Date |
|---|---|---|---|---|---|---|---|---|
| Conservative 20% High truBeta 80% iShares 7-10 Yr Treasury (IEF) |
0.17 | 320.66 | 0.10% | -0.29% | 0.59% | 13.32% | 15.36% | 2018-11-20 |
| Balanced 35% High truBeta 65% iShares Core US Aggregate Bond (AGG) |
0.49 | 293.9 | 0.49% | -0.04% | 3.09% | 16.55% | 16.44% | 2018-11-20 |
| Aggressive 30% High truBeta 70% SPDR S&P 500 ETF (SPY) |
1.11 | 759 | 1.08% | 0.13% | 6.96% | 28.97% | 22.83% | 2018-11-20 |
For information on licensing SFI indices or strategies, contact 646-779-1050 or licensing@saltfinancial.com.
Calculated as of Dec 6, 2019. All indices are administered by SFI with calculation services provided by Solactive AG. All Portfolio Strategies are managed and calculated by SFI using data provided by Bloomberg LP.
truBeta™ estimates are forecasts are based on Salt Financial analytics as of the calculation date.