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


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