Introducing the Elston UK Multi-Asset Index family for GBP investors
Tickers:
ELS20GBP Index: UK Multi-Asset 20% Equity Index GBP
ELS40GBP Index: UK Multi-Asset 40% Equity Index GBP
ELS60GBP Index: UK Multi-Asset 60% Equity Index GBP
ELS80GBP Index: UK Multi-Asset 80% Equity Index GBP
ELS100GBP Index: UK Multi-Asset 100% Equity Index GBP
About these indices
These indices have been created to enable multi-asset performance comparison against a neutral "do-nothing" portfolio.
There are 5 "risk profiles" as defined by % equity allocation
About the indices' strategic asset allocation
Whilst a vanilla global multi-asset may consist of a global equity index and a global bond index,and is already widely available, the UK Multi-Asset Indices are built for UK asset managers and wealth managers with GBP-based end users in mind. For this reason the Strategic Asset Allocation of the index consists of:
How often is it updated?
Index weights are rebalanced annually at year-end.
Data availability
These are published indices that are available from data vendors such as Bloomberg, Financial Express and Morningstar.
Tickers:
ELS20GBP Index: UK Multi-Asset 20% Equity Index GBP
ELS40GBP Index: UK Multi-Asset 40% Equity Index GBP
ELS60GBP Index: UK Multi-Asset 60% Equity Index GBP
ELS80GBP Index: UK Multi-Asset 80% Equity Index GBP
ELS100GBP Index: UK Multi-Asset 100% Equity Index GBP
About these indices
These indices have been created to enable multi-asset performance comparison against a neutral "do-nothing" portfolio.
There are 5 "risk profiles" as defined by % equity allocation
About the indices' strategic asset allocation
Whilst a vanilla global multi-asset may consist of a global equity index and a global bond index,and is already widely available, the UK Multi-Asset Indices are built for UK asset managers and wealth managers with GBP-based end users in mind. For this reason the Strategic Asset Allocation of the index consists of:
- Within Equities: 80% Global Equity allocation, 20% UK Equity Allocation (or moderate "home bias")
- Within Bonds (currency): 80% Sterling Bonds, 20% Global Bonds
- Within Bonds (issuer): 50% Government/50% Corporate
- Within Bonds (term): 50% <5 years/50% >5 years
How often is it updated?
Index weights are rebalanced annually at year-end.
Data availability
These are published indices that are available from data vendors such as Bloomberg, Financial Express and Morningstar.
About this index family
Applications
A multi-asset index enables for a range of risk profiles 1) enables multi-asset performacne comparison; 2) can be used for Managed Portfolio Service (MPS and Multi-Asset Fund (MAF) comparison alike; 3) can generate risk metrics for risk profiling applications.
A multi-asset index enables for a range of risk profiles 1) enables multi-asset performacne comparison; 2) can be used for Managed Portfolio Service (MPS and Multi-Asset Fund (MAF) comparison alike; 3) can generate risk metrics for risk profiling applications.
Index Information
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Elston UK Multi-Asset Index Family
Find out more about this index family in the Overview and Quarterly Reports.. Format: Non-significant Benchmark Index Data Contributors: Elston Indices Methodology Owner: Elston Indices Benchmark Index Administrator: Elston Indices |
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