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 259.65
- Daily Return -0.10 % (-0.26)
- Weekly Return 1.20 %
- YTD 8.75 %
- 1Y 19.80 %
- 3Y 31.04 %
- 5Y 48.04 %
- CAGR 8.68 %
- Annual Volatility 0.11 %
- Var 95% -0.18 %
- Var 99% -0.25 %
- Max Drawdown -18.00 %
Resources
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STRATEGY
ECPI Global Megatrend 100 Volatility Control259.65
GALPHM1V-0.10% (-0.25)
ECPI Ethical Index Balanced23,981.50
ECAPBI0.27% (65.29)
ECPI Circular Economy Leaders NTR Index 3.5% Decrement2,928.22
GALPHCED0.03% (0.84)
ECPI Global ESG Hydrogen Economy Index NTR 3.5% Decrement529.90
GALPHH2D1.28% (6.8)
ECPI Global ESG Recovery 10% Risk Control Index1,216.48
GALPHRRD0.28% (3.36)
ECPI Global ESG Future Mobility NTR Index 3.5% Decrement2,768.32
GALPHFMD0.29% (8.01)
ECPI Global ESG Infrastructure NTR Index 3.5% Decrement1,492.68
GALPHGID0.49% (7.34)
ECPI Global ESG Cybersecurity NTR Index 3.5% Decrement1,011.62
GALPHCSD0.33% (3.3)
ECPI Global ESG Medical Tech NTR Index 3.5% Decrement884.63
GALPHMTD-0.95% (-8.39)