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 1209.27
- Daily Return 0.57 % (6.89)
- Weekly Return 1.18 %
- YTD 5.96 %
- 1Y 13.56 %
- 3Y 8.82 %
- 5Y 37.87 %
- CAGR 9.66 %
- Annual Volatility 0.13 %
- Var 95% -0.21 %
- Var 99% -0.30 %
- Max Drawdown -20.51 %
Resources
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STRATEGY
ECPI Global Megatrend 100 Volatility Control257.95
GALPHM1V0.62% (1.61)
ECPI Ethical Index Balanced23,928.13
ECAPBI0.44% (105.97)
ECPI Circular Economy Leaders NTR Index 3.5% Decrement2,907.74
GALPHCED0.54% (15.76)
ECPI Global ESG Hydrogen Economy Index NTR 3.5% Decrement530.42
GALPHH2D0.66% (3.49)
ECPI Global ESG Recovery 10% Risk Control Index1,209.27
GALPHRRD0.57% (6.86)
ECPI Global ESG Future Mobility NTR Index 3.5% Decrement2,741.19
GALPHFMD0.97% (26.56)
ECPI Global ESG Infrastructure NTR Index 3.5% Decrement1,502.12
GALPHGID0.99% (14.85)
ECPI Global ESG Cybersecurity NTR Index 3.5% Decrement1,009.95
GALPHCSD1.15% (11.59)
ECPI Global ESG Medical Tech NTR Index 3.5% Decrement884.63
GALPHMTD-0.95% (-8.39)