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 219.70
- Daily Return 0.28 % (0.62)
- Weekly Return -1.32 %
- YTD -2.48 %
- 1Y 17.80 %
- 3Y 34.28 %
- 5Y 43.60 %
- CAGR 8.30 %
- Annual Volatility 0.05 %
- Var 95% -0.08 %
- Var 99% -0.12 %
- Max Drawdown -18.00 %
Resources
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STRATEGY
ECPI Global Megatrend 100 Volatility Control219.70
GALPHM1V0.28% (0.62)
ECPI Ethical Index Balanced24,833.75
ECAPBI0.15% (36.75)
ECPI Circular Economy Leaders NTR Index 3.5% Decrement2,612.19
GALPHCED0.20% (5.33)
ECPI Global ESG Hydrogen Economy NTR Index 3.5% Decrement632.79
GALPHH2D-0.53% (-3.36)
ECPI Global ESG Recovery NTR Index 10% Risk Control1,123.89
GALPHRRD0.14% (1.57)