INDICISTRATEGY
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 %
Resources
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STRATEGY
ECPI Global Megatrend 100 Volatility Control215.12
GALPHM1V0.20% (0.44)
ECPI Ethical Index Balanced22,732.90
ECAPBI-0.06% (-14.09)
ECPI Circular Economy Leaders NTR Index 3.5% Decrement2,396.04
GALPHCED0.65% (15.67)
ECPI Global ESG Hydrogen Economy NTR Index 3.5% Decrement655.45
GALPHH2D0.74% (4.86)
ECPI Global ESG Recovery NTR Index 10% Risk Control1,056.05
GALPHRRD0.15% (1.54)
ECPI Global ESG Future Mobility NTR Index 3.5% Decrement2,305.05
GALPHFMD0.31% (7.03)