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 101
- Weighting ---
- Excluded Sectors YES
- Rebalancing Frequency Daily
- Last Value 216.93
- Daily Return 0.54 % (1.17)
- Weekly Return 1.52 %
- YTD 18.57 %
- 1Y 23.23 %
- 3Y 32.09 %
- 5Y 49.38 %
- CAGR 8.33 %
- Annual Volatility 0.09 %
- Var 95% -0.15 %
- Var 99% -0.21 %
- Max Drawdown -18.00 %
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