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 263.97
- Daily Return 0.24 % (0.63)
- Weekly Return 0.84 %
- YTD -5.09 %
- 1Y -2.67 %
- 3Y 23.37 %
- 5Y 50.25 %
- CAGR 8.21 %
- Annual Volatility 0.03 %
- Var 95% -0.05 %
- Var 99% -0.07 %
- Max Drawdown -18.00 %
Resources
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STRATEGY
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GALPRAID0.69% (15.76)
ECPI Global Megatrend 100 Volatility Control263.97
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GALPHH2D1.62% (8.66)
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GALPHRRD0.51% (5.83)
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GALPHFMD1.54% (41.14)
ECPI Global ESG Infrastructure NTR Index 3.5% Decrement1,647.16
GALPHGID-0.35% (-5.8)
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GALPHCSD-1.81% (-20.88)
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GALPHMTD0.20% (1.61)