SmartBeta Investment
TIP Smart Multi-factor 30 Total Return Index
※ Automatically update every minute.The official end-of-day index value is provided on the "Historical date."
Overview
Multi-factor investing could not only enhance traditional single factor portfolio performance through efficient risk diversification but generate long-term stable expected excess returns. TIP has been dedicated to researching Taiwanese equity market, implementing robust stock selection process by combining market descriptors, factors such as low volatility, value and quality and quantitative modeling to construct multi-factor portfolio with top 30 stocks in terms of multi-factor score selected as constituents to create our "TIP Smart Multi-factor 30 Index" (abbr. "TIP Smart 30 Index").
Index Performance
| Accumulated Return | |
|---|---|
| 1 Month | -1.99% |
| 3 Months | -1.27% |
| 6 Months | 9.21% |
| 1 Year | 46.71% |
| 3 Years | 49.78% |
| 5 Years | 101.45% |
| Annualized Return | |
|---|---|
| 1 Year | 46.71% |
| 3 Years | 14.42% |
| 5 Years | 15.04% |
| Annualized Standard Deviation | |
|---|---|
| 1 Year | 12.57% |
| 3 Years | 14.61% |
| 5 Years | 15% |
※The index performance is calculated through its total return index values.