Our Indices
Elston is a specialist UK-based index provider
We are a UK-based independent Benchmark Administrator 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 focus on specailist indices for benchmarking both asset-weighted and risk-weighted multi-asset strategies, Alternative Assets, and Income-Focused Indices. All our indices are designed for GBP-based investors.
The index values are freely available on Bloomberg, Financial Express and Morningstar as well as other leading data vendors. Weightings schemes are only available to Licensees.
We offer two types of Licence:
Data Licence: for use in internal and external research and for performance evaluation purposes.
Product Licence: for use by collective investment schemes such as OEICs & ETPs
To obtain a licence to use our indices, please Contact Us
We focus on specailist indices for benchmarking both asset-weighted and risk-weighted multi-asset strategies, Alternative Assets, and Income-Focused Indices. All our indices are designed for GBP-based investors.
The index values are freely available on Bloomberg, Financial Express and Morningstar as well as other leading data vendors. Weightings schemes are only available to Licensees.
We offer two types of Licence:
Data Licence: for use in internal and external research and for performance evaluation purposes.
Product Licence: for use by collective investment schemes such as OEICs & ETPs
To obtain a licence to use our indices, please Contact Us
Our 60/40 Index
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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. Format: Non-significant Benchmark Index Data Contributors: Elston Methodology Owner: Elston Benchmark Index Administrator: Elston Indices |
Alternative Assets
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Elston Gold & Precious Metals Index [ELSGPM Index]
The Elston Gold & Precious Metals Index uses a strategic weighting scheme to allocate across Gold, Silver, Platinum & Palladium exposures. Format: Non-significant Benchmark Index Data Contributors: Elston Methodology Owner: Elston Benchmark Index Administrator: Elston Indices Elston Liquid Real Assets Index [ELSLRA Index] The Index uses a strategic weighting scheme to allocate across a diverse range of liquid instruments representing real asset classes, such as listed property securities, listed infrastructure securities, asset-backed securities, natural resources, gold, commodity baskets, as well as other instruments that are directly or indirectly inflation-linked. Format: Non-significant Benchmark Index Data Contributors: Elston Methodology Owner: Elston Benchmark Index Administrator: Elston Indices |
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Alternative StrategiesElston 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. Format: Non-significant Benchmark Index Data Contributors: Elston, Milliman Methodology Owner: Elston Benchmark Index Administrator: Elston Indices Elston Equal Weight Index [ESBEWP Index] We launched and mange the Elston Equal Weight Portfolio Index, an equal-asset weight approach known as the "Permanent Portfolio" to provide a straightforward benchmark for "all-weather" strategies such as Target Absolute Return Funds. Format: Non-significant Benchmark Index Data Contributors: Elston Methodology Owner: Elston Benchmark Index Administrator: Elston Indices |
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Income-focused Indices
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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 available both as a Price Index [ESBMAIP Index] and a Total Return Index [ESBMAI Index]. Format: Non-significant Benchmark Index Data Contributors: Elston Methodology Owner: Elston Benchmark Index Administrator: Elston Elston Smart-Beta UK Dividend Index [ELSUKI Index]
The index uses consensus forecast gross cash dividends for each constituent company, in relation to the total for the index, to determine the size of each holding. The index is therefore dividend weighted and rebalanced monthly to reflect changing consensus estimates. The index is a Net Total Return index. [ELSUKI Index]. Format: Non-significant Benchmark Index Data Contributors: Smart-Beta Investments Limited Methodology Owner: Elston Benchmark Index Administrator: Elston |
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Index ManagementThe following notice applies to all our Benchmark Indices (excluding any Index Portfolios)
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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