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 1213.02
- Daily Return -0.20 % (-2.43)
- Weekly Return 1.72 %
- YTD 0.48 %
- 1Y -2.12 %
- 3Y 8.37 %
- 5Y 35.42 %
- CAGR 8.91 %
- Annual Volatility 0.05 %
- Var 95% -0.08 %
- Var 99% -0.11 %
- Max Drawdown -20.51 %
Resources
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STRATEGY
ECPI Robotics and Artificial Intelligence NTR Index 3.5% Decrement2,061.44
GALPRAI5-0.26% (-5.36)
ECPI Robotics and Artificial Intelligence NTR Index 3.5% Decrement2,261.38
GALPRAID-0.26% (-5.79)
ECPI Global Megatrend 100 Volatility Control275.61
GALPHM1V-0.18% (-0.5)
ECPI Ethical Index Balanced25,148.17
ECAPBI0.04% (9.45)
ECPI Circular Economy Leaders NTR Index 3.5% Decrement2,882.85
GALPHCED-0.24% (-6.86)
ECPI Global ESG Hydrogen Economy Index NTR 3.5% Decrement510.21
GALPHH2D-0.67% (-3.4)
ECPI Global ESG Recovery 10% Risk Control Index1,213.02
GALPHRRD-0.20% (-2.43)
ECPI Global ESG Future Mobility NTR Index 3.5% Decrement2,696.23
GALPHFMD-0.46% (-12.28)
ECPI Global ESG Infrastructure NTR Index 3.5% Decrement1,617.90
GALPHGID0.23% (3.65)
ECPI Global ESG Cybersecurity NTR Index 3.5% Decrement1,156.97
GALPHCSD-1.26% (-14.6)
ECPI Global ESG Medical Tech NTR Index 3.5% Decrement876.75
GALPHMTD0.05% (0.43)