Custom Index Calculation

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With Index One, you can turn any systematic/ discretionary strategy into an index, with flexibility on the parameters such as:

Backtest Duration
Reconstitution Frequency
Rebalancing Frequency
Tax Treatment
Weighting Scheme
Universe Selection
Calculation Frequency
Corporate Action Management
and more...

Key Features

Our API-based approach allows for creation and distribution of custom client indices at scale.

Indices can be accessed on demand, or delivered on regular schedules, or fully integrated with a direct indexing application for onward distribution and tracking.

Key Benefits

  1. Tailored Performance Measurement: Custom index calculation allows clients to define an index that precisely aligns with their investment strategy, providing a more accurate representation of their portfolio's performance. By incorporating specific factors, weights, or rules into the index construction, clients can create a benchmark that reflects their investment objectives and style on Index One's Index Builder.

  2. Enhanced Risk Management: Custom indices can be designed to capture specific risk factors relevant to your investment strategy. For example, if clients want to focus on low volatility stocks, they can construct an index that assigns higher weights to stocks with lower historical volatility. By using custom indices, clients can effectively manage risk and create benchmarks that align with their risk appetite.
  3. Increased Transparency: When using custom indices with Index One, clients have full visibility into the index construction methodology, including the factors considered, weights assigned, and rebalancing rules followed. This transparency allows clients to better understand and communicate the performance of their portfolio relative to the custom benchmark. It can also enhance credibility and facilitate discussions with clients or stakeholders.


Case Studies

Product/Service details