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 1204.70
- Daily Return -1.46 % (-17.59)
- Weekly Return -2.75 %
- YTD -0.21 %
- 1Y 0.64 %
- 3Y 14.54 %
- 5Y 17.91 %
- CAGR 8.31 %
- Annual Volatility 0.11 %
- Var 95% -0.19 %
- Var 99% -0.27 %
- Max Drawdown -20.51 %
Resources
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STRATEGY
ECPI Robotics and Artificial Intelligence NTR Index 3.5% Decrement2,152.15
GALPRAI5-1.74% (-37.48)
ECPI Robotics and Artificial Intelligence NTR Index 3.5% Decrement2,384.56
GALPRAID-1.74% (-41.43)
ECPI Global Megatrend 100 Volatility Control279.95
GALPHM1V-0.82% (-2.29)
ECPI Ethical Index Balanced26,307.51
ECAPBI-0.29% (-76.4)
ECPI Circular Economy Leaders NTR Index 3.5% Decrement2,953.04
GALPHCED-0.93% (-27.57)
ECPI Global ESG Hydrogen Economy Index NTR 3.5% Decrement619.51
GALPHH2D-1.78% (-11.03)
ECPI Global ESG Recovery 10% Risk Control Index1,204.70
GALPHRRD-1.46% (-17.6)
ECPI Global ESG Future Mobility NTR Index 3.5% Decrement2,964.52
GALPHFMD-2.07% (-61.46)
ECPI Global ESG Infrastructure NTR Index 3.5% Decrement1,749.17
GALPHGID-0.66% (-11.54)
ECPI Global ESG Cybersecurity NTR Index 3.5% Decrement1,104.75
GALPHCSD-1.47% (-16.24)
ECPI Global ESG Medical Tech NTR Index 3.5% Decrement863.94
GALPHMTD-0.38% (-3.28)