Salt Low Beta Sector Composite Index

Seeks to lower risk using all available stocks by overweighing the historically lower volatility stocks in each sector.


The Salt Low Beta Sector Series Indices (“Low Beta Series”) measure the performance of stocks organized into specific sectors, inversely weighted by their sensitivity to moves in the broader market (beta) in an attempt to reduce risk while maintaining focused sector exposure. The Low Beta Series uses sectors defined by the Morningstar Global Equity Classification Structure (“GECS”) mapped to each component of the Solactive US Large & Midcap Index (the top 1000 US stocks ranked by market capitalization, the “Base Index”).

The Salt Low Beta Sector Composite Index (ticker: SFLBC) is an index of all the Low Beta Sector Indices, weighted by inverse truBeta™ squared.

Key Facts

Ticker SFLBC
Type Total Return
Weighting Inverse truBeta
Rebalancing Quarterly
Base Date Mar 19, 1999
Inception Date Jun 10, 2020
Calculation Agent Salt Financial Indices LLC