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 102
- Weighting Equal Weighted
- Excluded Sectors YES
- Rebalancing Frequency Semiannual
- Last Value 1081.36
- Daily Return -0.14 % (-1.51)
- Weekly Return 0.45 %
- YTD 6.96 %
- 1Y 2.43 %
- 3Y 4.80 %
- 5Y 34.52 %
- CAGR 8.35 %
- Annual Volatility 0.06 %
- Var 95% -0.10 %
- Var 99% -0.14 %
- Max Drawdown -20.51 %
Resources
|
||||||||||||||||||||||
STRATEGY
ECPI Global Megatrend 100 Volatility Control230.22
GALPHM1V-0.30% (-0.68)
ECPI Ethical Index Balanced22,530.47
ECAPBI0.36% (81.78)
ECPI Circular Economy Leaders NTR Index 3.5% Decrement2,600.19
GALPHCED-0.30% (-7.78)
ECPI Global ESG Hydrogen Economy Index NTR 3.5% Decrement516.77
GALPHH2D-0.07% (-0.38)
ECPI Global ESG Recovery 10% Risk Control Index1,081.36
GALPHRRD-0.14% (-1.47)
ECPI Global ESG Future Mobility NTR Index 3.5% Decrement2,397.45
GALPHFMD-0.38% (-9.01)
ECPI Global ESG Infrastructure NTR Index 3.5% Decrement1,432.70
GALPHGID-0.11% (-1.62)
ECPI Global ESG Cybersecurity NTR Index 3.5% Decrement921.51
GALPHCSD-0.07% (-0.64)