Taiwan Strategy Series

TIP TAIFEX Smart Multi-factor 30 Market Neutral Index

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

Overview

The "TIP TAIFEX Smart Multi-factor 30 Market Neutral Index" (TIP TAIFEX Smart Market Neutral Index) reflects the performance of a market-neutral strategy is composed of a long position in the TIP Smart Multi-factor 30 Index and a short position in the TIP TAIFEX TAIEX Futures Index.

Index Performance

Accumulated Return
1 Month 0.51%
3 Months 2.25%
6 Months 1.92%
1 Year 3.53%
3 Years -8.01%
5 Years -
Annualized Return
1 Year 3.53%
3 Years -2.75%
5 Years -
Annualized Standard Deviation
1 Year 4.62%
3 Years 5.84%
5 Years -
※The index performance is calculated through its total return index values.