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 | 0.68% |
| 3 Months | 1.51% |
| 6 Months | 1.87% |
| 1 Year | 5.95% |
| 3 Years | 12.42% |
| 5 Years | 0.38% |
| Annualized Return | |
|---|---|
| 1 Year | 5.95% |
| 3 Years | 3.98% |
| 5 Years | 0.08% |
| Annualized Standard Deviation | |
|---|---|
| 1 Year | 11.4% |
| 3 Years | 8.2% |
| 5 Years | 7.3% |
※The index performance is calculated through its total return index values.