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 -2.51%
3 Months -5.57%
6 Months -7.4%
1 Year -7.67%
3 Years 15.05%
5 Years 1.89%
Annualized Return
1 Year -7.67%
3 Years 4.78%
5 Years 0.38%
Annualized Standard Deviation
1 Year 8.86%
3 Years 8.04%
5 Years 7.4%
※The index performance is calculated through its total return index values.