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 100
- Weighting ---
- Excluded Sectors YES
- Rebalancing Frequency Daily
- Last Value 224.16
- Daily Return 1.19 % (2.67)
- Weekly Return 0.92 %
- YTD 6.08 %
- 1Y 2.61 %
- 3Y 29.05 %
- 5Y 35.55 %
- CAGR 7.74 %
- Annual Volatility 0.11 %
- Var 95% -0.17 %
- Var 99% -0.25 %
- Max Drawdown -18.00 %
Resources
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STRATEGY
ECPI Global Megatrend 100 Volatility Control224.16
GALPHM1V1.19% (2.67)
ECPI Ethical Index Balanced22,147.55
ECAPBI0.37% (81.31)
ECPI Circular Economy Leaders NTR Index 3.5% Decrement2,638.93
GALPHCED1.78% (46.94)
ECPI Global ESG Hydrogen Economy NTR Index 3.5% Decrement582.12
GALPHH2D2.78% (16.18)
ECPI Global ESG Recovery NTR Index 10% Risk Control1,128.99
GALPHRRD1.30% (14.63)
ECPI Global ESG Future Mobility NTR Index 3.5% Decrement2,469.52
GALPHFMD1.72% (42.57)
ECPI Global ESG Infrastructure NTR Index 3.5% Decrement1,481.39
GALPHGID1.58% (23.45)
ECPI Global ESG Cybersecurity NTR Index 3.5% Decrement903.04
GALPHCSD1.45% (13.06)