INDICES
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 0
  • Weighting Equal Weighted
  • Excluded Sectors YES
  • Rebalancing Frequency Semiannual
  • Last Value 1222.56
  • Daily Return 1.11 % (13.57)
  • Weekly Return 3.94 %
  • YTD 1.27 %
  • 1Y -0.61 %
  • 3Y 22.69 %
  • 5Y 22.12 %
  • CAGR 8.58 %
  • Annual Volatility 0.09 %
  • Var 95% -0.16 %
  • Var 99% -0.22 %
  • Max Drawdown -20.51 %
  1w   1m   3m   6m   YTD   1y   3y   5y   Max


Search Indices

Enter the words to search for separated by a space: