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 1271.06
- Daily Return 1.27 % (16.14)
- Weekly Return 2.09 %
- YTD 2.25 %
- 1Y 3.84 %
- 3Y 23.68 %
- 5Y 19.28 %
- CAGR 8.89 %
- Annual Volatility 0.11 %
- Var 95% -0.18 %
- Var 99% -0.25 %
- Max Drawdown -20.51 %
Resources
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STRATEGY
ECPI Robotics and Artificial Intelligence NTR Index 3.5% Decrement2,306.26
GALPRAI51.63% (37.7)
ECPI Robotics and Artificial Intelligence NTR Index 3.5% Decrement2,560.34
GALPRAID1.65% (42.17)
ECPI Global Megatrend 100 Volatility Control287.94
GALPHM1V1.03% (2.98)
ECPI Ethical Index Balanced26,573.58
ECAPBI0.51% (135.91)
ECPI Circular Economy Leaders NTR Index 3.5% Decrement3,042.26
GALPHCED0.91% (27.54)
ECPI Global ESG Hydrogen Economy Index NTR 3.5% Decrement664.60
GALPHH2D1.85% (12.33)
ECPI Global ESG Recovery 10% Risk Control Index1,271.06
GALPHRRD1.27% (16.14)
ECPI Global ESG Future Mobility NTR Index 3.5% Decrement3,250.19
GALPHFMD1.32% (42.94)
ECPI Global ESG Infrastructure NTR Index 3.5% Decrement1,812.47
GALPHGID0.33% (6)
ECPI Global ESG Cybersecurity NTR Index 3.5% Decrement1,095.64
GALPHCSD1.18% (12.93)
ECPI Global ESG Medical Tech NTR Index 3.5% Decrement855.34
GALPHMTD1.03% (8.78)