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 100
- Weighting Equal Weighted
- Excluded Sectors YES
- Rebalancing Frequency Semiannual
- Last Value 1128.99
- Daily Return 1.30 % (14.68)
- Weekly Return 1.36 %
- YTD 11.67 %
- 1Y 5.80 %
- 3Y 17.68 %
- 5Y 32.85 %
- CAGR 9.50 %
- Annual Volatility 0.13 %
- Var 95% -0.21 %
- Var 99% -0.29 %
- Max Drawdown -20.51 %
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)