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 1201.00
- Daily Return 0.20 % (2.40)
- Weekly Return -0.40 %
- YTD 5.23 %
- 1Y 11.57 %
- 3Y -3.68 %
- 5Y 40.54 %
- CAGR 9.05 %
- Annual Volatility 0.04 %
- Var 95% -0.07 %
- Var 99% -0.10 %
- Max Drawdown -20.51 %
Resources
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STRATEGY
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GALPRAI50.48% (10.57)
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GALPRAID0.48% (11.64)
ECPI Global Megatrend 100 Volatility Control275.26
GALPHM1V0.43% (1.19)
ECPI Ethical Index Balanced25,684.53
ECAPBI0.03% (8.63)
ECPI Circular Economy Leaders NTR Index 3.5% Decrement2,985.37
GALPHCED-0.07% (-2.03)
ECPI Global ESG Hydrogen Economy Index NTR 3.5% Decrement507.35
GALPHH2D0.02% (0.08)
ECPI Global ESG Recovery 10% Risk Control Index1,201.00
GALPHRRD0.20% (2.4)
ECPI Global ESG Future Mobility NTR Index 3.5% Decrement2,768.64
GALPHFMD-0.03% (-0.8)
ECPI Global ESG Infrastructure NTR Index 3.5% Decrement1,639.52
GALPHGID0.63% (10.38)
ECPI Global ESG Cybersecurity NTR Index 3.5% Decrement1,138.93
GALPHCSD0.01% (0.08)
ECPI Global ESG Medical Tech NTR Index 3.5% Decrement886.00
GALPHMTD0.39% (3.49)