INDICESSTRATEGY
ECPI Global ESG Recovery NTR Index 10% Risk Control
The Index is the risk control version of the ECPI Global ESG Recovery Net Return Index (GALPHRFN Index), with 10% target volatility and 3% synthetic dividend decrement.
Last update:
- Ticker GALPHRRD
- Calculation End-of-day
- Components 0
- Weighting Equal Weighted
- Excluded Sectors YES
- Rebalancing Frequency Semiannual
- Last Value 1138.30
- Daily Return -0.56 % (-6.37)
- Weekly Return -2.68 %
- YTD -5.71 %
- 1Y -9.03 %
- 3Y 11.88 %
- 5Y 17.37 %
- CAGR 7.85 %
- Annual Volatility 0.09 %
- Var 95% -0.14 %
- Var 99% -0.20 %
- Max Drawdown -20.51 %
Resources
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STRATEGY
ECPI Robotics and Artificial Intelligence NTR Index 3.5% Decrement2,045.07
GALPRAI5-0.08% (-1.63)
ECPI Robotics and Artificial Intelligence NTR Index 3.5% Decrement2,251.73
GALPRAID-0.08% (-1.7)
ECPI Global Megatrend 100 Volatility Control261.29
GALPHM1V-0.14% (-0.36)
ECPI Ethical Index Balanced25,612.60
ECAPBI0.15% (37.31)
ECPI Circular Economy Leaders NTR Index 3.5% Decrement2,763.02
GALPHCED-0.01% (-0.25)
ECPI Global ESG Hydrogen Economy Index NTR 3.5% Decrement514.48
GALPHH2D-0.28% (-1.46)
ECPI Global ESG Recovery 10% Risk Control Index1,138.30
GALPHRRD-0.56% (-6.4)
ECPI Global ESG Future Mobility NTR Index 3.5% Decrement2,582.49
GALPHFMD0.40% (10.43)
ECPI Global ESG Infrastructure NTR Index 3.5% Decrement1,637.36
GALPHGID0.04% (0.68)
ECPI Global ESG Cybersecurity NTR Index 3.5% Decrement1,184.64
GALPHCSD0.16% (1.88)
ECPI Global ESG Medical Tech NTR Index 3.5% Decrement813.16
GALPHMTD0.14% (1.11)