INDICESSTRATEGY
ECPI Global Megatrend 100 Volatility Control
The Index represents the returns of a portfolio with a dynamic allocation between a risky asset – the ECPI Global Megatrend 100 – and a risk free component – the EONIA.
Last update:
- Ticker GALPHM1V
- Calculation End-of-day
- Components 1000
- Weighting ---
- Excluded Sectors YES
- Rebalancing Frequency Daily
- Last Value 260.97
- Daily Return 0.70 % (1.83)
- Weekly Return 0.51 %
- YTD 9.30 %
- 1Y 20.71 %
- 3Y 30.84 %
- 5Y 50.26 %
- CAGR 8.72 %
- Annual Volatility 0.10 %
- Var 95% -0.16 %
- Var 99% -0.23 %
- Max Drawdown -18.00 %
Resources
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STRATEGY
ECPI Global Megatrend 100 Volatility Control260.97
GALPHM1V0.70% (1.84)
ECPI Ethical Index Balanced24,105.73
ECAPBI0.41% (97.96)
ECPI Circular Economy Leaders NTR Index 3.5% Decrement2,939.37
GALPHCED0.61% (17.9)
ECPI Global ESG Hydrogen Economy Index NTR 3.5% Decrement536.44
GALPHH2D0.51% (2.72)
ECPI Global ESG Recovery 10% Risk Control Index1,224.58
GALPHRRD0.67% (8.26)
ECPI Global ESG Future Mobility NTR Index 3.5% Decrement2,784.32
GALPHFMD0.70% (19.36)
ECPI Global ESG Infrastructure NTR Index 3.5% Decrement1,514.13
GALPHGID0.60% (9.16)
ECPI Global ESG Cybersecurity NTR Index 3.5% Decrement1,017.76
GALPHCSD0.88% (8.98)
ECPI Global ESG Medical Tech NTR Index 3.5% Decrement884.63
GALPHMTD-0.95% (-8.39)