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


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