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 2.12%
3 Months 4.44%
6 Months 4.21%
1 Year 6.61%
3 Years 12.54%
5 Years -0.61%
Annualized Return
1 Year 6.61%
3 Years 4.02%
5 Years -0.12%
Annualized Standard Deviation
1 Year 11.26%
3 Years 8.16%
5 Years 7.25%
※The index performance is calculated through its total return index values.