Elston
  • 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
      • Retirement Portfolios
    • Fund Solutions >
      • Our Funds
      • Custom Funds
      • Retirement Funds
    • Index Solutions >
      • Our indices
      • Custom Indices
    • CPD
  • WHO WE HELP
    • Financial Advisers
    • Discretionary Managers
    • Asset Managers
    • Asset Owners
    • 中文

Insights.

Multi-Asset Indices Can Help With Buy/Sell Decisions

11/4/2018

0 Comments

 
  • ESBGMV Index targets the minimum variance multi-asset portfolio for GBP-based investors.
  • Systematic asset class adjustments offer insight to traditional and ETF-based investors.
  • Compared to 4q17, the index's biggest switches as at 1q18 have been from European High Yield Bonds and UK Equity to European Aggregate Bonds and Gold.
Picture
Risk-based indices are different to factor-based indices, as they focus on the interaction between securities, not the characteristics within securities. Put simply, it's an alternative, systematic approach to asset allocation and risk management.

The Elston Multi-Asset Min Volatility Index (ESBGMV) launched in 2014 represents the minimum variance multi-asset portfolio for GBP investors.

As it takes a systematic approach, it's always interesting to see the asset-class switches that this methodology triggers via its monthly readjustments.

Comparing the index composition from 4q17 to 1q18, the biggest switches have been cutting back European High Yield Bonds and UK Equity, whilst adding to European Aggregate Bonds and Gold.

View Factsheet
Learn about Elston Indices
Visit ESBGMV Index <Go> on the Bloomberg Terminal
0 Comments



Leave a Reply.

    ELSTON RESEARCH

    Insights

    Archives

    March 2021
    February 2021
    January 2021
    November 2020
    October 2020
    September 2020
    August 2020
    July 2020
    June 2020
    May 2020
    April 2020
    March 2020
    February 2020
    January 2020
    December 2019
    November 2019
    September 2019
    June 2019
    April 2019
    February 2019
    January 2019
    December 2018
    November 2018
    October 2018
    September 2018
    August 2018
    July 2018
    June 2018
    May 2018
    April 2018
    March 2018
    February 2018
    January 2018
    December 2017
    November 2017
    October 2017
    July 2017
    May 2017
    March 2017
    February 2017
    January 2017
    November 2016
    October 2016
    September 2016
    July 2016
    June 2016
    May 2016
    February 2016
    January 2016

    Categories

    All
    Alternative Assets
    Alternative Strategies
    Bonds
    Business Practice
    Equity Income
    Equity Sectors
    ESG
    ETFs
    Factor Investing
    Guide To Investing
    Macro
    MULTI ASSET
    Multi-Asset Income
    Portfolio Construction
    Retirement Investing

    RSS Feed

Company

Home
About
Press
Terms of Use

Services

​​Research
Analytics
Portfolios
Funds
Indices
​Custom Indices

Support

​Insights
​CPD
​Events
​​​Contact
© COPYRIGHT 2012-20. ALL RIGHTS RESERVED.
  • 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
      • Retirement Portfolios
    • Fund Solutions >
      • Our Funds
      • Custom Funds
      • Retirement Funds
    • Index Solutions >
      • Our indices
      • Custom Indices
    • CPD
  • WHO WE HELP
    • Financial Advisers
    • Discretionary Managers
    • Asset Managers
    • Asset Owners
    • 中文