INDICESSTRATEGY
ECPI Global ESG Recovery NTR Index 10% Risk Control
The Index is the risk control version of the ECPI Global ESG Recovery Net Return Index (GALPHRFN Index), with 10% target volatility and 3% synthetic dividend decrement.
Last update:
- Ticker GALPHRRD
- Calculation End-of-day
- Components 0
- Weighting Equal Weighted
- Excluded Sectors YES
- Rebalancing Frequency Semiannual
- Last Value 1224.58
- Daily Return 0.67 % (8.20)
- Weekly Return 0.67 %
- YTD 7.30 %
- 1Y 13.63 %
- 3Y 10.68 %
- 5Y 39.52 %
- CAGR 9.85 %
- Annual Volatility 0.10 %
- Var 95% -0.16 %
- Var 99% -0.23 %
- Max Drawdown -20.51 %
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)