INDICESSTRATEGY
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 264.03
- Daily Return 0.62 % (1.64)
- Weekly Return 0.56 %
- YTD 10.58 %
- 1Y 23.67 %
- 3Y 34.76 %
- 5Y 56.50 %
- CAGR 8.89 %
- Annual Volatility 0.05 %
- Var 95% -0.09 %
- Var 99% -0.12 %
- Max Drawdown -18.00 %
Resources
|
STRATEGY
ECPI Global Megatrend 100 Volatility Control264.03
GALPHM1V0.62% (1.63)
ECPI Ethical Index Balanced24,291.38
ECAPBI0.39% (95.87)
ECPI Circular Economy Leaders NTR Index 3.5% Decrement3,007.86
GALPHCED0.94% (28.27)
ECPI Global ESG Hydrogen Economy Index NTR 3.5% Decrement537.67
GALPHH2D1.27% (6.84)
ECPI Global ESG Recovery 10% Risk Control Index1,254.52
GALPHRRD0.64% (8)
ECPI Global ESG Future Mobility NTR Index 3.5% Decrement2,828.25
GALPHFMD1.22% (34.43)
ECPI Global ESG Infrastructure NTR Index 3.5% Decrement1,532.82
GALPHGID1.26% (19.36)
ECPI Global ESG Cybersecurity NTR Index 3.5% Decrement1,020.82
GALPHCSD-0.26% (-2.69)
ECPI Global ESG Medical Tech NTR Index 3.5% Decrement928.50
GALPHMTD0.92% (8.5)