INDICES
STRATEGY
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 %
  1w   1m   3m   6m   YTD   1y   3y   5y   Max


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