INDICES
STRATEGY
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 212.83
  • Daily Return 0.22 % (0.47)
  • Weekly Return -0.25 %
  • YTD 16.33 %
  • 1Y 21.14 %
  • 3Y 24.71 %
  • 5Y 49.87 %
  • CAGR 8.17 %
  • Annual Volatility 0.06 %
  • Var 95% -0.09 %
  • Var 99% -0.13 %
  • Max Drawdown -18.00 %
  1w   1m   3m   6m   YTD   1y   3y   5y   Max


SEARCH INDICES

Enter the words to search for separated by a space: