Introducing Elston Dynamic Risk Parity Index
About this strategy
Why this strategy
The Elston Dynamic Risk Parity Index strategy is a multi-asset risk-based strategy.
The index strategy is designed to allocate dynamically to a diverse range of asset classes such that each asset class exposure contributes equal risk to the overall strategy. The strategy also limits the overall level of volatility.
The index provides a systematic rules-based approach for providing risk-based diversification with differentiated returns and constrained risk.
Get the guide to find out more about this strategy.
This index strategy:
1. Provides potential for returns from a diversified range of asset classes.
2. Ensures that there is diversification of risk contribution to the overall strategy.
3. Systematically limits the overall level of volatility with a dynamic allocation approach.
Accesing this index
Indices are for benchmarking purposes. You cannot invest in an index.
The Elston Dynamic Risk Parity Index strategy is a multi-asset risk-based strategy.
The index strategy is designed to allocate dynamically to a diverse range of asset classes such that each asset class exposure contributes equal risk to the overall strategy. The strategy also limits the overall level of volatility.
The index provides a systematic rules-based approach for providing risk-based diversification with differentiated returns and constrained risk.
Get the guide to find out more about this strategy.
This index strategy:
1. Provides potential for returns from a diversified range of asset classes.
2. Ensures that there is diversification of risk contribution to the overall strategy.
3. Systematically limits the overall level of volatility with a dynamic allocation approach.
Accesing this index
Indices are for benchmarking purposes. You cannot invest in an index.
Index Information
|
Elston Dynamic Risk Parity Index [ESBDRP Index]
Index Objectives: We launched and manage the Elston Dynamic Risk Parity Index a risk-weighted multi-asset index whose asset allocation varies such that each asset class exposure contributes equal risk to the overall strategy. The strategy also limits the overall level of volatility, by deallocating to ultra-short duration bonds if markets are too volatile. Format: Non-significant Benchmark Index Data Contributors: Elston, Milliman Methodology Owner: Elston Benchmark Index Administrator: Elston Fund InformationVT Elston Dynamic RIsk Parity Fund
[Information to follow] |
|
