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 | -0.34% |
| 3 Months | -2.34% |
| 6 Months | 3.97% |
| 1 Year | 17.26% |
| 3 Years | 9.48% |
| 5 Years | -2.3% |
| Annualized Return | |
|---|---|
| 1 Year | 17.26% |
| 3 Years | 3.07% |
| 5 Years | -0.47% |
| Annualized Standard Deviation | |
|---|---|
| 1 Year | 9.82% |
| 3 Years | 7.63% |
| 5 Years | 6.95% |
※The index performance is calculated through its total return index values.