INDICISTRATEGY
ECPI Global Megatrend 100 Volatility Control
The Index represents the returns of a portfolio with a dynamic allocation between a risky asset – the ECPI Global Megatrend 100 – and a risk free component – the EONIA.
Last update:
- Ticker GALPHM1V
- Calculation End-of-day
- Components 103
- Weighting ---
- Excluded Sectors YES
- Rebalancing Frequency Daily
- Last Value 215.12
- Daily Return 0.20 % (0.43)
- Weekly Return -0.83 %
- YTD -4.51 %
- 1Y 8.47 %
- 3Y 28.06 %
- 5Y 38.76 %
- CAGR 7.88 %
- Annual Volatility 0.11 %
- Var 95% -0.18 %
- Var 99% -0.26 %
- Max Drawdown -18.00 %
Resources
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STRATEGY
ECPI Global Megatrend 100 Volatility Control215.12
GALPHM1V0.20% (0.44)
ECPI Ethical Index Balanced22,732.90
ECAPBI-0.06% (-14.09)
ECPI Circular Economy Leaders NTR Index 3.5% Decrement2,396.04
GALPHCED0.65% (15.67)
ECPI Global ESG Hydrogen Economy NTR Index 3.5% Decrement655.45
GALPHH2D0.74% (4.86)
ECPI Global ESG Recovery NTR Index 10% Risk Control1,056.05
GALPHRRD0.15% (1.54)
ECPI Global ESG Future Mobility NTR Index 3.5% Decrement2,305.05
GALPHFMD0.31% (7.03)