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 1240.66
- Daily Return 0.58 % (7.20)
- Weekly Return 2.23 %
- YTD 8.71 %
- 1Y 12.87 %
- 3Y 4.85 %
- 5Y 44.24 %
- CAGR 9.47 %
- Annual Volatility 0.06 %
- Var 95% -0.10 %
- Var 99% -0.14 %
- Max Drawdown -20.51 %
Resources
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STRATEGY
ECPI Robotics and Artificial Intelligence NTR Index 3.5% Decrement2,303.77
GALPRAI51.12% (25.88)
ECPI Robotics and Artificial Intelligence NTR Index 3.5% Decrement2,516.21
GALPRAID1.13% (28.37)
ECPI Global Megatrend 100 Volatility Control282.20
GALPHM1V0.19% (0.55)
ECPI Ethical Index Balanced26,292.24
ECAPBI0.19% (49.16)
ECPI Circular Economy Leaders NTR Index 3.5% Decrement3,068.53
GALPHCED0.14% (4.34)
ECPI Global ESG Hydrogen Economy Index NTR 3.5% Decrement516.96
GALPHH2D-0.27% (-1.38)
ECPI Global ESG Recovery 10% Risk Control Index1,240.66
GALPHRRD0.58% (7.22)
ECPI Global ESG Future Mobility NTR Index 3.5% Decrement2,866.31
GALPHFMD0.67% (19.25)
ECPI Global ESG Infrastructure NTR Index 3.5% Decrement1,680.08
GALPHGID0.08% (1.31)
ECPI Global ESG Cybersecurity NTR Index 3.5% Decrement1,212.34
GALPHCSD1.78% (21.54)
ECPI Global ESG Medical Tech NTR Index 3.5% Decrement911.77
GALPHMTD0.02% (0.2)