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Elston smart beta indices pass first anniversary


The exchange traded fund-based Elston Strategic Beta indices have passed their first year full year anniversary of daily calculation.

The Global Maximum Sharpe and Global Minimum Volatility strategy indices were launched for GBP investors on 22 December 2014 and are constructed from a broad universe of ETFs representing most asset classes and geographies. The strategies take a systematic approach for to adapting to shifting risk premia.

Global Maximum Sharpe aims to combine those ETFs which together provide the highest risk-adjusted portfolio return.

Global Minimum Volatility aims to combine those ETFs which together provide the lowest portfolio volatility. 

Henry Cobbe, Head of Research, Elston Consulting, says: “We are glad to have the first full year of live pricing for these indices. The aim is that these strategies do what they say on the tin, and we are very satisfied with the results to date. A systematic approach helps to provide investment discipline in difficult markets.”

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