Index Solutions
Rules-based strategies leveraging Salt Financial’s sophisticated risk analytics, including truBeta™ and truVol®. Helping asset managers, investment banks, insurance carriers, and advisors better target risk to meet their investment objectives and seek outperformance.
truBeta™ Indices
A suite of indices designed to target specific levels of risk to protect or enhance investment portfolios. At the core is truBeta™, Salt’s advanced approach to forecasting market sensitivity (beta), powered by higher frequency data and modern data science techniques.
Broad Market
| Name | Index Ticker | truBeta | Last | Day | MTD | 3M | YTD |
|---|---|---|---|---|---|---|---|
| Salt High truBeta US Market Index | SFMGXT | 1.01 | 10169.4 | -2.49% | 2.62% | 13.45% | 5.71% |
| Salt Low truBeta US Market Index | SFSTBT | 0.76 | 14016.2 | -2.92% | -1.56% | -0.13% | -4.70% |
| Salt Hi-Lo Risk Momentum Index | SFHILOT | 0.82 | 20809.8 | -2.82% | -0.60% | 2.77% | -1.92% |
| Salt Low Beta Sector Composite Index | SFLBC | - | 989.58 | -2.94% | 0.12% | -0.60% | - |
Sector
| Name | Index Ticker | Last | Day | MTD | 3M | YTD |
|---|---|---|---|---|---|---|
| Salt Low Beta Technology & Communications Index | SFLBT | 747.81 | -2.82% | -1.52% | -0.51% | - |
| Salt Low Beta Financial Services Index | SFLBF | 618.15 | -2.29% | 3.20% | 0.75% | - |
| Salt Low Beta Industrials Index | SFLBI | 739.73 | -2.84% | -1.66% | 2.53% | - |
| Salt Low Beta Health Care Index | SFLBV | 1893.11 | -2.75% | 0.89% | 0.24% | - |
| Salt Low Beta Consumer Cyclical Index | SFLBY | 816.92 | -2.57% | 1.59% | 6.44% | - |
| Salt Low Beta Consumer Defensive Index | SFLBP | 965.91 | -2.70% | -1.90% | -1.45% | - |
| Salt Low Beta Utilities Index | SFLBU | 872.63 | -3.40% | 4.31% | 2.38% | - |
| Salt Low Beta Basic Materials Index | SFLBB | 947.19 | -2.96% | 0.17% | -2.70% | - |
| Salt Low Beta Energy Index | SFLBE | 338.17 | -4.46% | -3.58% | -17.05% | - |
| Salt Low Beta Real Estate Index | SFLBR | 729.23 | -2.57% | -3.06% | -2.53% | - |
truVol® Indices
Indices designed to manage risk by responding rapidly to changing volatility conditions. Powered by the truVol® Risk Control Engine (RCE), Salt's next generation volatility forecasting mechanism.
| Name | Index Ticker | Last | Day | MTD | 3M | YTD |
|---|---|---|---|---|---|---|
| Salt truVol US Large Cap Dynamic Hedge Index | SFTDH | 411.43 | -2.05% | -2.52% | 1.84% | - |
| Salt truVol US Equity Target Risk 4.5 (Excess Return) | SFTR4 | 181.4 | -1.17% | -1.28% | - | - |
| Salt truVol US Balanced Target Risk 4.25 (Excess Return) | SFBAL | 254.06 | -1.12% | -1.50% | 0.47% | - |
truVol® Risk Control Engine
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
Salt Financial Indices are available to license for exchange-traded funds, model portfolios, structured products, annuities and other investment vehicles.
For additional information on licensing or custom index development using truBeta™ and truVol®, contact 646-779-1010 or licensing@saltfinancial.com.