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.
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 IndicesElston 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 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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Risk-Weighted IndicesElston 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 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 |
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Index ManagementElston 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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