Elston launches multi-asset risk parity index

In partnership with Milliman

Tom Eckett
Henry Cobbe of Elston Partners

Henry Cobbe of Elston Partners

Investment research boutique Elston Consulting has teamed-up with Milliman Financial Risk Management to launch a multi-asset dynamic risk parity index.

The Elston Strategic Beta Dynamic Risk Parity index tracks 14 ETFs across five asset classes; fixed income, property, gold, UK equities and international equities. Rebalancing monthly, the index is based in sterling and can hold a maximum of 15 ETFs. The index's objective is to offer a multi-asset strategy that is diversified through a rules-based systematic approach. Its differentiator, the firm said, is the strategy will be weighted by the equal contribution to overall risk by each asset class, rather than by asset weights alone. The asset class weights are then dynamically ad...

To continue reading this article...

Join Investment Week

  • Unlimited access to real-time news, analysis and opinion from the investment industry, including the Sustainable Hub covering fund news from the ESG space
  • Get ahead of regulatory and technological changes affecting fund management
  • Important and breaking news stories selected by the editors delivered straight to your inbox each day
  • Weekly members-only newsletter with exclusive opinion pieces from leading industry experts
  • Be the first to hear about our extensive events schedule and awards programmes

Join now


Already an Investment Week


More on ETFs

Ingmar Przewlocka’s bullishness for the region is not only concentrated in the equities market, as he is also seeing attractive opportunities in the bonds space.

Schroders' Przewlocka places equity bets on Latin America in a bullish commodities play

Low valuations and surging energy prices

clock 24 June 2022 • 2 min read
JPMorgan Climate Change Solutions UCITS ETF (T3MP) invests in companies developing and scaling climate solutions.

JP Morgan AM launches UK active ETFs

First active UK equities UCITS ETF to market

clock 21 June 2022 • 2 min read
David Jane of Premier Miton.

Premier Miton's Jane on why private equity is an area of 'obvious malinvestment'

Similarities with 2000s tech bubble

clock 20 June 2022 • 2 min read