Elston
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Our indices

Elston is an independent UK-based index provider

We are a UK-based independent Index Provider and have been managing indices since 2014.  ​We can work with asset managers, investment consultants or research providers to design and build Custom Indices.
We specialise in Multi-Asset Indices and offer both Asset-Weighted and Risk-Weighted Indices.  All our indices are designed for GBP-based investors.
The index values are freely available on Bloomberg and other leading data vendors.  Weightings schemes are only available to Licensees.

Asset-Weighted Indices


​Elston 60/40 GBP Index [6040GBP Index]
The Elston 60/40 GBP Index has been designed for GBP-based investors and consists of a 60% allocation to Global and UK Equities, and a 40% allocation to predominantly GBP-denominated Government and Corporate Bonds.  It is a traditional comparator for multi-asset strategies.
Data Contributors: Elston
Methodology Owner: Elston

Index Administrator: Elston
Index Publisher: Solactive



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Elston Multi-Asset Income Index [ESBMAI Index]
The Elston Multi-Asset Income Index is designed to provide a reference index for income-oriented strategies within a balanced mandate for GBP-based investors.  It is avialable both as a Price Index [ESBMAIP Index] and a Total Return Index [ESBMAI Index].
Data Contributors: Elston
Methodology Owner: Elston
Index Administrator: Elston
Index Publisher: Solactive


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Overview
methodology
FACTSHEET
MICROSITE
LICENCE REQUEST


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Overview
METHODOLOGY
FACTSHEET
MICROSITE
LICENCE REQUEST

Risk-Weighted Indices


Elston Minimum Variance Index [ESBGMV Index]
We launched and manage the Elston Minimum Variance Index a risk-weighted multi-asset index whose asset allocation varies such that the variance of the overall strategy is minimised, whilst maintain exposure to risk assets.  The function of the index is primarily to provide an investable strategy.
Data Contributors: Elston, ETS
Methodology Owner: Elston

Index Administrator: Elston
Index Publisher: Solactive

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Elston Dynamic Risk Parity Index [ESBDRP Index]
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.  The function of the index is primarily to provide an investable strategy.
Data Contributors: Elston, Milliman
Methodology Owner: Elston
Index Administrator: Elston
Index Publisher: Solactive


​

Overview
methodology
FACTSHEET
MICROSITE
LICENCE REQUEST


​

Overview
METHODOLOGY
FACTSHEET
MICROSITE
LICENCE REQUEST


​

Index Management

Elston Indices is a trading style of Elston Consulting Limited
Elston Consulting Limited is a ESMA registered benchmark administrator authorised and regulated by the Financial Conduct Authority (FRN: 795745)
LEI: 213800EP4DPKADTTMG59
Roles and responsibilities

We are the Index Manager and are responsible for the Index Administration functions for any index that we manage.  Where appropriate, we may work with selected partners for Index Publisher functions.
Index Governance
Our Index Governance procedures are available to our index clients and outliner our compliance with 
ESMA / EBA Principles for Benchmark-Setting Processes in the EU, 6 Jan 2013/2013/659 .
Announcements
Changes to index composition either 
during the ordinary adjustment or due to extraordinary adjustments or error corrections, will be published under Announcements.
Correction Policy
A correction policy sets out how any errors in calculations for any reason are communicated and corrected.


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Governance
ESMA COMPLIANCE
Announcements
Correction Policy


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