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 1000
- Weighting ---
- Excluded Sectors YES
- Rebalancing Frequency Daily
- Last Value 261.52
- Daily Return 0.21 % (0.55)
- Weekly Return 1.62 %
- YTD 9.53 %
- 1Y 20.97 %
- 3Y 30.88 %
- 5Y 52.49 %
- CAGR 8.73 %
- Annual Volatility 0.06 %
- Var 95% -0.10 %
- Var 99% -0.14 %
- Max Drawdown -18.00 %
Resources
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STRATEGY
ECPI Global Megatrend 100 Volatility Control261.52
GALPHM1V0.21% (0.56)
ECPI Ethical Index Balanced24,177.82
ECAPBI0.30% (72.31)
ECPI Circular Economy Leaders NTR Index 3.5% Decrement2,955.13
GALPHCED0.54% (15.84)
ECPI Global ESG Hydrogen Economy Index NTR 3.5% Decrement541.05
GALPHH2D0.86% (4.65)
ECPI Global ESG Recovery 10% Risk Control Index1,231.94
GALPHRRD0.60% (7.41)
ECPI Global ESG Future Mobility NTR Index 3.5% Decrement2,795.03
GALPHFMD0.38% (10.75)
ECPI Global ESG Infrastructure NTR Index 3.5% Decrement1,521.87
GALPHGID0.51% (7.77)
ECPI Global ESG Cybersecurity NTR Index 3.5% Decrement1,019.03
GALPHCSD0.13% (1.28)
ECPI Global ESG Medical Tech NTR Index 3.5% Decrement884.63
GALPHMTD-0.95% (-8.39)