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 103
- Weighting ---
- Excluded Sectors YES
- Rebalancing Frequency Daily
- Last Value 213.97
- Daily Return 0.38 % (0.81)
- Weekly Return -0.35 %
- YTD -5.02 %
- 1Y 1.67 %
- 3Y 23.46 %
- 5Y 40.16 %
- CAGR 7.76 %
- Annual Volatility 0.06 %
- Var 95% -0.10 %
- Var 99% -0.14 %
- Max Drawdown -18.00 %
Resources
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STRATEGY
ECPI Global Megatrend 100 Volatility Control213.97
GALPHM1V0.38% (0.8)
ECPI Ethical Index Balanced22,391.67
ECAPBI1.02% (228.09)
ECPI Circular Economy Leaders NTR Index 3.5% Decrement2,302.85
GALPHCED0.07% (1.57)
ECPI Global ESG Hydrogen Economy NTR Index 3.5% Decrement616.05
GALPHH2D1.08% (6.68)
ECPI Global ESG Recovery NTR Index 10% Risk Control1,024.38
GALPHRRD0.37% (3.8)
ECPI Global ESG Future Mobility NTR Index 3.5% Decrement2,117.83
GALPHFMD-0.38% (-8.08)