INDICESSTRATEGY
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 0
- Weighting Equal Weighted
- Excluded Sectors YES
- Rebalancing Frequency Semiannual
- Last Value 1208.26
- Daily Return 0.36 % (4.35)
- Weekly Return 1.31 %
- YTD 5.87 %
- 1Y 12.88 %
- 3Y 6.91 %
- 5Y 35.83 %
- CAGR 9.67 %
- Annual Volatility 0.15 %
- Var 95% -0.25 %
- Var 99% -0.36 %
- Max Drawdown -20.51 %
Resources
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STRATEGY
ECPI Global Megatrend 100 Volatility Control259.12
GALPHM1V0.12% (0.32)
ECPI Ethical Index Balanced23,852.03
ECAPBI-0.33% (-78.79)
ECPI Circular Economy Leaders NTR Index 3.5% Decrement2,930.09
GALPHCED0.59% (17.25)
ECPI Global ESG Hydrogen Economy Index NTR 3.5% Decrement524.26
GALPHH2D-0.34% (-1.77)
ECPI Global ESG Recovery 10% Risk Control Index1,208.26
GALPHRRD0.36% (4.4)
ECPI Global ESG Future Mobility NTR Index 3.5% Decrement2,738.87
GALPHFMD1.21% (33.05)
ECPI Global ESG Infrastructure NTR Index 3.5% Decrement1,494.55
GALPHGID-0.29% (-4.33)
ECPI Global ESG Cybersecurity NTR Index 3.5% Decrement1,007.66
GALPHCSD0.84% (8.49)
ECPI Global ESG Medical Tech NTR Index 3.5% Decrement884.63
GALPHMTD-0.95% (-8.39)