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 1000
- Weighting ---
- Excluded Sectors YES
- Rebalancing Frequency Daily
- Last Value 256.58
- Daily Return 0.98 % (2.51)
- Weekly Return -0.71 %
- YTD 7.46 %
- 1Y 18.22 %
- 3Y 29.92 %
- 5Y 48.07 %
- CAGR 8.58 %
- Annual Volatility 0.10 %
- Var 95% -0.16 %
- Var 99% -0.22 %
- Max Drawdown -18.00 %
Resources
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STRATEGY
ECPI Global Megatrend 100 Volatility Control256.58
GALPHM1V0.98% (2.52)
ECPI Ethical Index Balanced23,872.82
ECAPBI0.49% (115.79)
ECPI Circular Economy Leaders NTR Index 3.5% Decrement2,906.12
GALPHCED0.71% (20.53)
ECPI Global ESG Hydrogen Economy Index NTR 3.5% Decrement521.54
GALPHH2D0.55% (2.88)
ECPI Global ESG Recovery 10% Risk Control Index1,188.82
GALPHRRD1.05% (12.49)
ECPI Global ESG Future Mobility NTR Index 3.5% Decrement2,685.18
GALPHFMD1.00% (26.91)
ECPI Global ESG Infrastructure NTR Index 3.5% Decrement1,491.56
GALPHGID1.10% (16.47)
ECPI Global ESG Cybersecurity NTR Index 3.5% Decrement982.75
GALPHCSD1.15% (11.29)
ECPI Global ESG Medical Tech NTR Index 3.5% Decrement884.63
GALPHMTD-0.95% (-8.39)