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


RICERCA INDICI

Inserisci le parole da cercare separate da uno spazio: