INDICI
STRATEGY
ECPI Global ESG Recovery NTR Index 10% Risk Control

The Index is the risk control version of the ECPI Global ESG Recovery Net Return Index (GALPHRFN Index), with 10% target volatility and 3% synthetic dividend decrement.

Last update:

  • Ticker GALPHRRD
  • Calculation End-of-day
  • Components 102
  • Weighting Equal Weighted
  • Excluded Sectors YES
  • Rebalancing Frequency Semiannual
  • Last Value 1056.05
  • Daily Return 0.15 % (1.58)
  • Weekly Return 0.05 %
  • YTD -12.44 %
  • 1Y -4.62 %
  • 3Y 25.84 %
  • 5Y 35.01 %
  • CAGR 9.50 %
  • Annual Volatility 0.09 %
  • Var 95% -0.15 %
  • Var 99% -0.21 %
  • Max Drawdown -16.79 %
  1w   1m   3m   6m   YTD   1y   3y   5y   Max


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