At FTSE Russell, we design next-generation indices that address real-world investment challenges and unlock emerging opportunities.
Our deep expertise and expanding global infrastructure enable us to deliver tailored solutions that help our clients succeed in an ever-evolving market landscape.
But we don’t just build for our clients—we build with them. From initial concept to launch, our index design engineers and research professionals collaborate closely with clients to co-create solutions that align with their specific investment goals.
Explore our latest index ideas
Target Diversification
As market concentration hits record highs, FTSE Russell’s Target Diversification Framework offers a smarter solution. With precision control over diversification, low tracking error, and minimal turnover, it’s a breakthrough in managing concentration risk — without sacrificing market exposure.
Free cash flow: an all-weather equity strategy
To fight off the unexpected surprises in today’s market, equity investors need resilient, all-weather strategies and the tools to accurately and effectively measure them. The FTSE Cash Flow Focus Index Series, launched in 2024, offers a transparent, index methodology centered on capturing high-quality, financially resilient companies with strong free cash flow profiles.
Reimagining Asset Allocation: A Balanced Macro Approach
Is the 60/40 portfolio still fit for today’s volatile world? With inflation rising and markets shifting, FTSE Russell introduces Balanced Macro — a smarter, more resilient investment framework. Built to thrive across economic regimes, it redefines diversification for the modern era. Discover how this forward-looking strategy can help future-proof your portfolio — with less risk and more confidence.
Turning the lens: Rotating risk models for insight
Risk models, the foundational tools of modern portfolio management, help to identify the risks in investment strategies, where it’s coming from and whether it’s excessive. There are many types of risk models, and this paper explores the concept of adapting “off the shelf” models to get a more nuanced perspective of the risks facing your investment strategy
Robust index design: The case for sensitivity-aware methodologies
Investment models all use data and while it is assumed to be precise and objective it can change quickly and often comes with layers of estimation sensitivity, or noise. This paper explores FTSE Russell’s sensitivity framework —- a lens through which we interrogate portfolio construction methodologies and how they respond to noisy inputs. Making changes is not about choosing between precision and robustness — it’s about recognising trade-offs and making informed design decisions.
Macro relevance and factor rotation
Markets are constantly changing, shaped by many macroeconomic influences that occur, evolve, and at times, share features with earlier historical periods. Recognising these similarities can offer investors an edge – if they can identify when today’s conditions echo the past and draw on those parallels to inform allocation decisions. Building on previous work, our research introduces a macro relevance framework – a simple, transparent method for identifying past environments that closely resemble today’s macro backdrop.
Why choose FTSE Russell index engineers and researchers for your custom index needs?
Research-driven
You gain access to our market-leading index design engineers and research professionals to develop your ideas and strategies
Comprehensive
Custom capabilities across asset classes and investment styles
Compliant
Custom solutions that meet benchmark compliance standards
Trusted by investors in every corner of the world*
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$19 trillionIn reported fund AUM for our benchmarks [1]
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93/100Top asset managers use our indices [2]
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10/10 topTop investment banks use our indices [3]
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≈120Index-linked Futures and Options listed on 15 global exchanges [2]
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15/15Top global ETF issuers work with us [4]
[1] Data as of June 30, 2024, Morningstar for active retail mutual funds, insurance products, and ETFs, and passive assets directly collected by FTSE Russell. AUM includes blended benchmarks and excludes futures and options. AUM data does not include active and passive assets not reported to a 3rd party source or FTSE Russell. For funds where the AUM was not reported as of December 31, 2023, the previous period AUM was used as an estimate. No assurances are given by FTSE Russell as to the accuracy of the data.
[2] Based on FTSE Russell clients as of December 2023 and Pension & Investments list of top 100 worldwide asset managers.
[3] Based on FTSE Russell clients as of December 2023 and Dealogic list of top 10 investment banks.
[4] Based on FTSE Russell clients as of December 2023 and Pension & Investments list of top 100 worldwide index asset managers.
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