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 173.67
- Daily Return -0.18 % (-0.31)
- Weekly Return -0.42 %
- YTD 9.62 %
- 1Y 3.58 %
- 3Y 21.25 %
- 5Y 26.91 %
- CAGR 7.06 %
- Annual Volatility 0.03 %
- Var 95% -0.05 %
- Var 99% -0.08 %
- Max Drawdown -18.00 %
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