Taiwan Strategy Series

TIP TAIFEX TAIEX Covered Call OTM 5% Total Return Index

※ Automatically update every minute.The official end-of-day index value is provided on the "Historical date."

Overview

The "TIP TAIFEX TAIEX Covered Call OTM 5% Total Return Index" (TIP TAIFEX TAIEX Covered Call OTM5% TR Index) measures the total return of a hypothetical “Covered Call” strategy. The Covered Call strategy involves a long position in TAIEX and simultaneously sells TAIEX call options (Ticker symbol: ”TXO”) on a monthly basis, whereas the cash dividends along with the option premium received are functionally “re-invested” in the Covered Call Index portfolio. The call options would be settled on the final settlement day and the newly near-month 5% out-of-the-money TAIEX call options would be sold.

Index Performance

Accumulated Return
1 Month 5.4%
3 Months -0.65%
6 Months -5.89%
1 Year -0.54%
3 Years 45.45%
5 Years 95.46%
Annualized Return
1 Year -0.54%
3 Years 13.3%
5 Years 14.34%
Annualized Standard Deviation
1 Year 26.1%
3 Years 18.98%
5 Years 17.79%
※The index performance is calculated through its total return index values.

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Title ETN Information: Yuanta Taiwan Covered Call OTM 5% ETN
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