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 102
- Weighting Equal Weighted
- Excluded Sectors YES
- Rebalancing Frequency Semiannual
- Last Value 1024.38
- Daily Return 0.37 % (3.79)
- Weekly Return -0.80 %
- YTD -15.06 %
- 1Y -12.17 %
- 3Y 19.56 %
- 5Y 31.86 %
- CAGR 8.81 %
- Annual Volatility 0.07 %
- Var 95% -0.11 %
- Var 99% -0.16 %
- Max Drawdown -18.95 %
Resources
|
STRATEGY
ECPI Global Megatrend 100 Volatility Control213.97
GALPHM1V0.38% (0.8)
ECPI Ethical Index Balanced22,391.67
ECAPBI1.02% (228.09)
ECPI Circular Economy Leaders NTR Index 3.5% Decrement2,302.85
GALPHCED0.07% (1.57)
ECPI Global ESG Hydrogen Economy NTR Index 3.5% Decrement616.05
GALPHH2D1.08% (6.68)
ECPI Global ESG Recovery NTR Index 10% Risk Control1,024.38
GALPHRRD0.37% (3.8)
ECPI Global ESG Future Mobility NTR Index 3.5% Decrement2,117.83
GALPHFMD-0.38% (-8.08)