INDICESSTRATEGY
ECPI Global Megatrend 100 Volatility Control
The Index represents the returns of a portfolio with a dynamic allocation between a risky asset – the ECPI Global Megatrend 100 – and a risk free component – the EONIA.
Last update:
- Ticker GALPHM1V
- Calculation End-of-day
- Components 100
- Weighting ---
- Excluded Sectors YES
- Rebalancing Frequency Daily
- Last Value 276.49
- Daily Return -0.83 % (-2.29)
- Weekly Return -1.17 %
- YTD -2.86 %
- 1Y 0.14 %
- 3Y 30.52 %
- 5Y 42.58 %
- CAGR 8.27 %
- Annual Volatility 0.09 %
- Var 95% -0.16 %
- Var 99% -0.22 %
- Max Drawdown -18.00 %
Resources
|
||||||||||||||||||||||
STRATEGY
ECPI Robotics and Artificial Intelligence NTR Index 3.5% Decrement2,287.84
GALPRAI5-0.70% (-15.93)
ECPI Robotics and Artificial Intelligence NTR Index 3.5% Decrement2,547.52
GALPRAID-0.69% (-17.64)
ECPI Global Megatrend 100 Volatility Control276.49
GALPHM1V-0.83% (-2.29)
ECPI Ethical Index Balanced26,213.50
ECAPBI-0.43% (-113.86)
ECPI Circular Economy Leaders NTR Index 3.5% Decrement2,960.84
GALPHCED-1.31% (-38.76)
ECPI Global ESG Hydrogen Economy Index NTR 3.5% Decrement691.06
GALPHH2D-1.55% (-10.72)
ECPI Global ESG Recovery 10% Risk Control Index1,227.84
GALPHRRD-1.37% (-16.86)
ECPI Global ESG Future Mobility NTR Index 3.5% Decrement3,286.39
GALPHFMD-1.60% (-52.6)
ECPI Global ESG Infrastructure NTR Index 3.5% Decrement1,925.64
GALPHGID-1.01% (-19.48)
ECPI Global ESG Cybersecurity NTR Index 3.5% Decrement1,006.84
GALPHCSD-0.35% (-3.49)
ECPI Global ESG Medical Tech NTR Index 3.5% Decrement761.11
GALPHMTD-1.29% (-9.81)