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 0
- Weighting Equal Weighted
- Excluded Sectors YES
- Rebalancing Frequency Semiannual
- Last Value 1195.14
- Daily Return -1.09 % (-13.03)
- Weekly Return 0.08 %
- YTD 4.72 %
- 1Y 12.37 %
- 3Y 5.75 %
- 5Y 34.32 %
- CAGR 9.50 %
- Annual Volatility 0.18 %
- Var 95% -0.29 %
- Var 99% -0.41 %
- Max Drawdown -20.51 %
Resources
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STRATEGY
ECPI Global Megatrend 100 Volatility Control257.12
GALPHM1V-0.77% (-1.98)
ECPI Ethical Index Balanced23,742.56
ECAPBI-0.46% (-108.97)
ECPI Circular Economy Leaders NTR Index 3.5% Decrement2,904.98
GALPHCED-0.86% (-24.89)
ECPI Global ESG Hydrogen Economy Index NTR 3.5% Decrement516.82
GALPHH2D-1.42% (-7.33)
ECPI Global ESG Recovery 10% Risk Control Index1,195.14
GALPHRRD-1.09% (-12.98)
ECPI Global ESG Future Mobility NTR Index 3.5% Decrement2,721.53
GALPHFMD-0.63% (-17.23)
ECPI Global ESG Infrastructure NTR Index 3.5% Decrement1,482.24
GALPHGID-0.82% (-12.21)
ECPI Global ESG Cybersecurity NTR Index 3.5% Decrement996.00
GALPHCSD-1.16% (-11.52)
ECPI Global ESG Medical Tech NTR Index 3.5% Decrement884.63
GALPHMTD-0.95% (-8.39)