Elston
  • WHO WE ARE
    • About
    • Contact
    • Events
    • Press
  • WHAT WE DO
    • Portfolio Solutions >
      • Our Portfolios
      • Custom Portfolios
      • Research Portfolios
    • Fund Solutions >
      • Our Funds
      • Custom Funds
    • Index Solutions >
      • Our indices
      • Custom Indices
    • SPECIALIST STRATEGIES >
      • Liquid Real Assets
      • UK Equity Income
      • Permanent Portfolio UK
      • All Weather Portfolio UK
      • Dynamic Risk Parity
      • Gold and Precious Metals
      • Enabling Net Zero
    • Research >
      • Investment Research
      • Regulatory Research
    • CPD
  • WHO WE HELP
    • Financial Advisers
    • Discretionary Managers
    • Asset Managers
    • Asset Owners
    • 中文
  • Insights

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.

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 Information

​VT Elston Dynamic RIsk Parity Fund
[Information to follow]
Overview
FACTSHEET
COMMENTARY


​


​

NO INFORMATION AVAILABLE

Responding to the all-weather challenge:
1. All-weather strategy
2. Risk-based diversification
3. Dynamic multi-asset approach

Find out more

Picture

Watch the CPD Webinar: Risk-Weighted Diversification (CISI accredited: 1h CPD)

Watch the CPD Webinar: Understanding the All-Weather Portfolio

Company

Home
About
Terms of Use
​​​Contact
​
​Events
​
Press

Solutions

​​Insights
​​​Research Service
​Research Library
Portfolio Analytics
​Our Portfolios
Custom Portfolios
​Retirement Portfolio
Our Funds
Custom Funds
​Retirement Funds
Our Indices
​Custom Indices
Retirement Indices

Services

CIRP Development
Regulatory Research
​
​​CPD

By client type:
For Advisers
For Discretionary Managers
​For Asset Managers
For Asset Owners


© COPYRIGHT 2012-21. ALL RIGHTS RESERVED.
  • WHO WE ARE
    • About
    • Contact
    • Events
    • Press
  • WHAT WE DO
    • Portfolio Solutions >
      • Our Portfolios
      • Custom Portfolios
      • Research Portfolios
    • Fund Solutions >
      • Our Funds
      • Custom Funds
    • Index Solutions >
      • Our indices
      • Custom Indices
    • SPECIALIST STRATEGIES >
      • Liquid Real Assets
      • UK Equity Income
      • Permanent Portfolio UK
      • All Weather Portfolio UK
      • Dynamic Risk Parity
      • Gold and Precious Metals
      • Enabling Net Zero
    • Research >
      • Investment Research
      • Regulatory Research
    • CPD
  • WHO WE HELP
    • Financial Advisers
    • Discretionary Managers
    • Asset Managers
    • Asset Owners
    • 中文
  • Insights