INDICES
STRATEGY
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 %
  1w   1m   3m   6m   YTD   1y   3y   5y   Max


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