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 1237.84
- Daily Return -0.82 % (-10.15)
- Weekly Return 0.97 %
- YTD 2.54 %
- 1Y 2.65 %
- 3Y 17.09 %
- 5Y 21.45 %
- CAGR 8.67 %
- Annual Volatility 0.12 %
- Var 95% -0.19 %
- Var 99% -0.27 %
- Max Drawdown -20.51 %
Resources
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STRATEGY
ECPI Robotics and Artificial Intelligence NTR Index 3.5% Decrement2,222.22
GALPRAI5-2.10% (-46.74)
ECPI Robotics and Artificial Intelligence NTR Index 3.5% Decrement2,461.68
GALPRAID-2.10% (-51.68)
ECPI Global Megatrend 100 Volatility Control285.15
GALPHM1V-1.16% (-3.31)
ECPI Ethical Index Balanced26,480.46
ECAPBI-0.73% (-192.96)
ECPI Circular Economy Leaders NTR Index 3.5% Decrement3,019.99
GALPHCED-0.71% (-21.34)
ECPI Global ESG Hydrogen Economy Index NTR 3.5% Decrement635.09
GALPHH2D-2.98% (-18.91)
ECPI Global ESG Recovery 10% Risk Control Index1,237.84
GALPHRRD-0.82% (-10.2)
ECPI Global ESG Future Mobility NTR Index 3.5% Decrement3,075.34
GALPHFMD-1.24% (-38.27)
ECPI Global ESG Infrastructure NTR Index 3.5% Decrement1,772.70
GALPHGID-1.16% (-20.52)
ECPI Global ESG Cybersecurity NTR Index 3.5% Decrement1,140.91
GALPHCSD-1.59% (-18.1)
ECPI Global ESG Medical Tech NTR Index 3.5% Decrement881.56
GALPHMTD-0.22% (-1.91)