Index Solutions


Rules-based strategies leveraging Salt Financial’s sophisticated risk analytics, including truBeta™ and truVol™. Helping asset managers, investment banks, and advisors better target 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.

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truBeta™ Indices


Broad Market
Name Index Ticker truBeta Last Day MTD 3M YTD Documents
Salt High truBeta US Market Index SFMGXT 2.00 8571.67 -0.97% -2.86% 20.19% -10.90% Methodology
Factsheet
Salt Low truBeta US Market Index SFSTBT 0.81 13509.2 -0.32% 0.98% 3.41% -8.15% Methodology
Factsheet
Salt Hi-Lo Risk Momentum Index SFHILOT 1.06 19463.1 -0.46% 0.14% 4.13% -8.27% Methodology
Salt Low Beta Sector Composite Index SFLBC - 490.74 -0.67% 0.15% - - Methodology

Sector
Name Index Ticker Last Day MTD 3M YTD Documents
Salt Low Beta Technology & Communications Index SFLBT 539.41 -2.48% -0.14% - - Methodology
Salt Low Beta Financial Services Index SFLBF 339.95 -0.01% -0.42% - - Methodology
Salt Low Beta Industrials Index SFLBI 465.2 -0.09% -1.52% - - Methodology
Salt Low Beta Health Care Index SFLBV 1454.09 -0.91% 0.80% - - Methodology
Salt Low Beta Consumer Cyclical Index SFLBY 502.16 -1.01% 0.56% - - Methodology
Salt Low Beta Consumer Defensive Index SFLBP 464.56 -0.60% 1.41% - - Methodology
Salt Low Beta Utilities Index SFLBU 312.6 0.27% 2.08% - - Methodology
Salt Low Beta Basic Materials Index SFLBB 571.69 -0.60% 0.16% - - Methodology
Salt Low Beta Energy Index SFLBE 248.22 -1.45% -6.02% - - Methodology
Salt Low Beta Real Estate Index SFLBR 216.68 -0.80% -1.37% - - Methodology

Calculated as of Jul 13, 2020.

All Broad Market indices except SFLBC are administered by SFI with calculation services provided by Solactive AG. All Sector indices plus SFLBC are administered and calculated by SFI.

truVol™ Indices


Hedged
Name Index Ticker Last Day MTD 3M YTD Documents
Salt truVol US Large Cap Dynamic Hedge Index SFTDH 406.2 -0.14% -0.07% -0.51% - Methodology
Factsheet

Risk Control
Name Index Ticker Last Day MTD 3M YTD Documents
Salt truVol US Equity Target Risk 5 (Excess Return) - 1.79 0.16% - - - -
Salt truVol US Balanced Target Risk 4.25 (Excess Return) - 251.07 -0.01% - - - -

Calculated as of Jul 10, 2020.

SFTDH is administered by SFI with calculation services provided by S&P Dow Jones Indices LLC. Risk Control indices are administered and calculated by SFI.

truVol™ Risk Control Engine

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A high-performance toolkit designed for index products that dynamically manage market exposure. truVol-powered indices are built with the goal of outperforming standard methods of volatility control used in structured notes, annuities, and exchange-traded products.

Licensing


For information on licensing SFI indices or strategies, contact 646-779-1050 or licensing@saltfinancial.com.