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 1296.09
- Daily Return -0.03 % (-0.39)
- Weekly Return 1.57 %
- YTD 4.26 %
- 1Y 1.94 %
- 3Y 21.88 %
- 5Y 20.70 %
- CAGR 9.03 %
- Annual Volatility 0.12 %
- 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% Decrement2,400.66
GALPRAI5-0.60% (-14.52)
ECPI Robotics and Artificial Intelligence NTR Index 3.5% Decrement2,670.84
GALPRAID-0.60% (-16.05)
ECPI Global Megatrend 100 Volatility Control286.60
GALPHM1V0.05% (0.15)
ECPI Ethical Index Balanced26,843.13
ECAPBI-0.05% (-12.73)
ECPI Circular Economy Leaders NTR Index 3.5% Decrement3,167.13
GALPHCED0.14% (4.55)
ECPI Global ESG Hydrogen Economy Index NTR 3.5% Decrement729.40
GALPHH2D-0.48% (-3.5)
ECPI Global ESG Recovery 10% Risk Control Index1,296.09
GALPHRRD-0.03% (-0.42)
ECPI Global ESG Future Mobility NTR Index 3.5% Decrement3,515.15
GALPHFMD-0.92% (-32.21)
ECPI Global ESG Infrastructure NTR Index 3.5% Decrement1,982.43
GALPHGID0.34% (6.72)
ECPI Global ESG Cybersecurity NTR Index 3.5% Decrement982.01
GALPHCSD2.15% (21.13)
ECPI Global ESG Medical Tech NTR Index 3.5% Decrement821.00
GALPHMTD-0.08% (-0.64)