INDICESSTRATEGY
ECPI Global ESG Recovery NTR Index 10% Risk Control
The Index is the risk control version of the ECPI Global ESG Recovery Net Return Index (GALPHRFN Index), with 10% target volatility and 3% synthetic dividend decrement.
Last update:
- Ticker GALPHRRD
- Calculation End-of-day
- Components 103
- Weighting Equal Weighted
- Excluded Sectors YES
- Rebalancing Frequency Semiannual
- Last Value 1049.27
- Daily Return -0.61 % (-6.40)
- Weekly Return -0.18 %
- YTD -13.00 %
- 1Y -12.05 %
- 3Y 19.25 %
- 5Y 28.40 %
- CAGR 8.80 %
- Annual Volatility 0.06 %
- Var 95% -0.10 %
- Var 99% -0.14 %
- Max Drawdown -20.51 %
Resources
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STRATEGY
ECPI Global Megatrend 100 Volatility Control216.08
GALPHM1V-0.49% (-1.06)
ECPI Ethical Index Balanced21,922.30
ECAPBI-0.44% (-96.58)
ECPI Circular Economy Leaders NTR Index 3.5% Decrement2,512.39
GALPHCED-0.92% (-23.22)
ECPI Global ESG Hydrogen Economy NTR Index 3.5% Decrement623.83
GALPHH2D-1.48% (-9.24)
ECPI Global ESG Recovery NTR Index 10% Risk Control1,049.27
GALPHRRD-0.61% (-6.36)
ECPI Global ESG Future Mobility NTR Index 3.5% Decrement2,257.30
GALPHFMD-1.75% (-39.53)