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 103
- Weighting ---
- Excluded Sectors YES
- Rebalancing Frequency Daily
- Last Value 233.74
- Daily Return 0.08 % (0.19)
- Weekly Return 1.73 %
- YTD 10.62 %
- 1Y 8.42 %
- 3Y 28.33 %
- 5Y 42.59 %
- CAGR 7.88 %
- Annual Volatility 0.08 %
- Var 95% -0.13 %
- Var 99% -0.18 %
- Max Drawdown -18.00 %
Resources
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STRATEGY
ECPI Global Megatrend 100 Volatility Control233.74
GALPHM1V0.08% (0.18)
ECPI Ethical Index Balanced23,010.92
ECAPBI0.19% (44.18)
ECPI Circular Economy Leaders NTR Index 3.5% Decrement2,649.02
GALPHCED0.63% (16.73)
ECPI Global ESG Hydrogen Economy Index NTR 3.5% Decrement538.40
GALPHH2D0.81% (4.38)
ECPI Global ESG Recovery 10% Risk Control Index1,111.11
GALPHRRD0.86% (9.6)
ECPI Global ESG Future Mobility NTR Index 3.5% Decrement2,451.70
GALPHFMD0.84% (20.62)
ECPI Global ESG Infrastructure NTR Index 3.5% Decrement1,481.12
GALPHGID0.33% (4.92)
ECPI Global ESG Cybersecurity NTR Index 3.5% Decrement950.63
GALPHCSD0.38% (3.62)