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 102
- Weighting ---
- Excluded Sectors YES
- Rebalancing Frequency Daily
- Last Value 170.16
- Daily Return -0.44 % (-0.75)
- Weekly Return 0.53 %
- YTD 7.40 %
- 1Y 3.08 %
- 3Y 24.49 %
- 5Y 30.56 %
- CAGR 6.90 %
- Annual Volatility 0.10 %
- Var 95% -0.17 %
- Var 99% -0.24 %
- Max Drawdown -18.00 %
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