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 100
- Weighting ---
- Excluded Sectors YES
- Rebalancing Frequency Daily
- Last Value 173.18
- Daily Return 0.16 % (0.28)
- Weekly Return 0.31 %
- YTD -6.32 %
- 1Y 4.66 %
- 3Y 11.40 %
- 5Y 14.21 %
- CAGR 6.52 %
- Annual Volatility 0.03 %
- Var 95% -0.05 %
- Var 99% -0.07 %
- Max Drawdown -18.00 %
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