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 1213.13
- Daily Return 1.51 % (18.32)
- Weekly Return 3.12 %
- YTD 6.30 %
- 1Y 15.14 %
- 3Y 7.14 %
- 5Y 35.88 %
- CAGR 9.73 %
- Annual Volatility 0.15 %
- Var 95% -0.24 %
- Var 99% -0.34 %
- Max Drawdown -20.51 %
Resources
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STRATEGY
ECPI Global Megatrend 100 Volatility Control259.91
GALPHM1V1.08% (2.82)
ECPI Ethical Index Balanced23,916.39
ECAPBI0.73% (175.11)
ECPI Circular Economy Leaders NTR Index 3.5% Decrement2,927.38
GALPHCED0.77% (22.57)
ECPI Global ESG Hydrogen Economy Index NTR 3.5% Decrement523.18
GALPHH2D1.23% (6.44)
ECPI Global ESG Recovery 10% Risk Control Index1,213.13
GALPHRRD1.51% (18.26)
ECPI Global ESG Future Mobility NTR Index 3.5% Decrement2,760.33
GALPHFMD1.43% (39.35)
ECPI Global ESG Infrastructure NTR Index 3.5% Decrement1,485.38
GALPHGID0.21% (3.14)
ECPI Global ESG Cybersecurity NTR Index 3.5% Decrement1,008.34
GALPHCSD1.24% (12.49)
ECPI Global ESG Medical Tech NTR Index 3.5% Decrement884.63
GALPHMTD-0.95% (-8.39)