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 101
- Weighting ---
- Excluded Sectors YES
- Rebalancing Frequency Daily
- Last Value 216.08
- Daily Return -0.49 % (-1.06)
- Weekly Return -0.25 %
- YTD -4.09 %
- 1Y -2.29 %
- 3Y 19.56 %
- 5Y 34.27 %
- CAGR 7.64 %
- Annual Volatility 0.04 %
- Var 95% -0.06 %
- Var 99% -0.09 %
- Max Drawdown -18.00 %
Resources
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STRATEGY
ECPI Global Megatrend 100 Volatility Control216.08
GALPHM1V-0.49% (-1.06)
ECPI Ethical Index Balanced21,922.30
ECAPBI-0.44% (-96.58)
ECPI Circular Economy Leaders NTR Index 3.5% Decrement2,512.39
GALPHCED-0.92% (-23.22)
ECPI Global ESG Hydrogen Economy NTR Index 3.5% Decrement623.83
GALPHH2D-1.48% (-9.24)
ECPI Global ESG Recovery NTR Index 10% Risk Control1,049.27
GALPHRRD-0.61% (-6.36)
ECPI Global ESG Future Mobility NTR Index 3.5% Decrement2,257.30
GALPHFMD-1.75% (-39.53)