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 97
- Weighting ---
- Excluded Sectors YES
- Rebalancing Frequency Daily
- Last Value 264.12
- Daily Return 0.27 % (0.71)
- Weekly Return 1.54 %
- YTD -5.04 %
- 1Y -0.55 %
- 3Y 21.76 %
- 5Y 53.62 %
- CAGR 8.28 %
- Annual Volatility 0.07 %
- Var 95% -0.12 %
- Var 99% -0.17 %
- Max Drawdown -18.00 %
Resources
|
||||||||||||||||||||||
STRATEGY
ECPI Robotics and Artificial Intelligence NTR Index 3.5% Decrement2,099.89
GALPRAI50.37% (7.8)
ECPI Robotics and Artificial Intelligence NTR Index 3.5% Decrement2,308.95
GALPRAID0.38% (8.68)
ECPI Global Megatrend 100 Volatility Control264.12
GALPHM1V0.27% (0.71)
ECPI Ethical Index Balanced25,662.84
ECAPBI0.44% (113.96)
ECPI Circular Economy Leaders NTR Index 3.5% Decrement2,872.69
GALPHCED0.76% (21.74)
ECPI Global ESG Hydrogen Economy Index NTR 3.5% Decrement507.56
GALPHH2D0.46% (2.32)
ECPI Global ESG Recovery 10% Risk Control Index1,160.73
GALPHRRD0.45% (5.26)
ECPI Global ESG Future Mobility NTR Index 3.5% Decrement2,662.15
GALPHFMD0.56% (14.87)
ECPI Global ESG Infrastructure NTR Index 3.5% Decrement1,670.28
GALPHGID0.95% (15.89)
ECPI Global ESG Cybersecurity NTR Index 3.5% Decrement1,201.24
GALPHCSD0.86% (10.3)
ECPI Global ESG Medical Tech NTR Index 3.5% Decrement835.83
GALPHMTD1.41% (11.81)