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Custom indices

Elston is an independent UK-based index provider

We are a UK-based independent Index Provider and have been managing indices since December 2014 and developing Index Calculation Methodologies for licensing since 2013.  ​We can work with asset managers, investment consultants or research providers to design and build custom indices.  We specialise in Multi-Asset Indices.  

​How we design & build your index
Step 1: convert an investment strategy into a codified methodology.
Step 2: back-test and stress-test the index rules
Step 3: launch, publish and manage the index

Why launch an index?

Launching an index enables methodology owners to evidence their strategy in the real world.
This can have either a Strategy Application or a Benchmark Application.

Strategy Application
Index performance track record can evidence the characteristics of an investment strategy without necessitating product build.  Investment strategies can be managed to that index via a segregated account, index-tracking fund or Exchange Traded Products (ETPs).

Benchmark Application
A publicly available index can be used as a benchmark so long as it has the following qualities*:
Specified: The benchmark is specified in advance - prior to the start of the evaluation period.
Appropriate: The benchmark is consistent with the manager’s investment style or area of expertise.
Measurable: The benchmark’s return is readily calculable on a reasonably frequent basis.
Unambiguous: The identities and weights of securities are clearly defined.
Reflective: The manager has current knowledge of the securities in the benchmark.
Accountable: The manager is aware and accepts accountability for the constituents and performance of the benchmark.
Investable: It is possible to simply hold the benchmark.
* See Managing investment portfolios: A dynamic process (CFA institute investment Series), Third edition, John L. Maginn, Donald L. Tuttle, Jerald E. Pinto, Dennis W. McLeavey

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  • WHO WE ARE
    • About
    • Contact
    • Insights
    • Events
    • Press
  • WHAT WE DO
    • Research >
      • Markets Dashboard
      • Research Service
      • Research Library
      • Regulatory Research
    • Portfolio Solutions >
      • Our Portfolios
      • Custom Portfolios
      • Portfolio Analytics
    • Fund Solutions >
      • Our Funds
      • Custom Funds
    • Index Solutions >
      • Our indices
      • Custom Indices
    • CPD
  • WHO WE HELP
    • Financial Advisers
    • Discretionary Managers
    • Asset Managers
    • Asset Owners