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 1101.59
- Daily Return 0.22 % (2.42)
- Weekly Return 2.20 %
- YTD 8.96 %
- 1Y 4.51 %
- 3Y 6.92 %
- 5Y 36.45 %
- CAGR 8.61 %
- Annual Volatility 0.07 %
- Var 95% -0.12 %
- Var 99% -0.17 %
- Max Drawdown -20.51 %
Resources
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STRATEGY
ECPI Global Megatrend 100 Volatility Control233.56
GALPHM1V0.00% (0.01)
ECPI Ethical Index Balanced22,966.82
ECAPBI0.60% (138.04)
ECPI Circular Economy Leaders NTR Index 3.5% Decrement2,632.40
GALPHCED-0.22% (-5.86)
ECPI Global ESG Hydrogen Economy Index NTR 3.5% Decrement534.05
GALPHH2D-0.44% (-2.33)
ECPI Global ESG Recovery 10% Risk Control Index1,101.59
GALPHRRD0.22% (2.45)
ECPI Global ESG Future Mobility NTR Index 3.5% Decrement2,431.24
GALPHFMD-0.11% (-2.6)
ECPI Global ESG Infrastructure NTR Index 3.5% Decrement1,476.22
GALPHGID-0.19% (-2.81)
ECPI Global ESG Cybersecurity NTR Index 3.5% Decrement947.02
GALPHCSD-0.32% (-3.04)