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 283.38
- Daily Return 1.15 % (3.26)
- Weekly Return -0.04 %
- YTD -0.44 %
- 1Y -3.20 %
- 3Y 28.79 %
- 5Y 48.69 %
- CAGR 8.53 %
- Annual Volatility 0.15 %
- Var 95% -0.25 %
- Var 99% -0.35 %
- Max Drawdown -18.00 %
Resources
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STRATEGY
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ECPI Global Megatrend 100 Volatility Control283.38
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GALPHMTD-0.09% (-0.74)