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Showing posts from March, 2017

Commerzbank launches Liquid Alt certificate tracking Elston index

Commerzbank launches a certificate that tracks Elston’s multi-asset Minimum Volatility Index to provide a “Liquid Alternative” investment strategy The index was launched in December 2014 and has a two year track record The strategy has delivered on its target of providing diversified, differentiated returns with minimised portfolio volatility MEDIA RELEASE 3 rd March 2017 ETF specialist Elston Consulting announces today that is has successfully licensed its Elston Strategic Beta Global Minimum Volatility index (ticker ESBGMV) to Commerzbank for the creation of an investable certificate that tracks this innovative index.  The certificate is issued with an initial notional of £10m. Whereas most Min Volatility indices relate to a single asset class such as Global Equities, Elston’s approach was to launch an index that targeted the minimum volatility portfolio created from a globally diversified range of asset classes represented by low cost iShares® exchange ...