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 1266.63
- Daily Return 0.60 % (7.60)
- Weekly Return -0.45 %
- YTD 1.89 %
- 1Y -0.05 %
- 3Y 17.40 %
- 5Y 13.82 %
- CAGR 8.77 %
- Annual Volatility 0.09 %
- Var 95% -0.15 %
- Var 99% -0.21 %
- Max Drawdown -20.51 %
Resources
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STRATEGY
ECPI Robotics and Artificial Intelligence NTR Index 3.5% Decrement2,323.86
GALPRAI50.85% (19.67)
ECPI Robotics and Artificial Intelligence NTR Index 3.5% Decrement2,583.59
GALPRAID0.86% (22.18)
ECPI Global Megatrend 100 Volatility Control284.03
GALPHM1V0.23% (0.64)
ECPI Ethical Index Balanced26,582.36
ECAPBI0.00% (0.5)
ECPI Circular Economy Leaders NTR Index 3.5% Decrement3,136.47
GALPHCED0.20% (6.25)
ECPI Global ESG Hydrogen Economy Index NTR 3.5% Decrement722.01
GALPHH2D0.93% (6.71)
ECPI Global ESG Recovery 10% Risk Control Index1,266.63
GALPHRRD0.60% (7.55)
ECPI Global ESG Future Mobility NTR Index 3.5% Decrement3,371.24
GALPHFMD0.96% (32.27)
ECPI Global ESG Infrastructure NTR Index 3.5% Decrement1,903.20
GALPHGID0.62% (11.82)
ECPI Global ESG Cybersecurity NTR Index 3.5% Decrement1,009.65
GALPHCSD0.84% (8.51)
ECPI Global ESG Medical Tech NTR Index 3.5% Decrement829.76
GALPHMTD-0.67% (-5.53)