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 -2.69%
3 Months -3.45%
6 Months -3.28%
1 Year 10.35%
3 Years 9.75%
5 Years -8.76%
Annualized Return
1 Year 10.35%
3 Years 3.15%
5 Years -1.82%
Annualized Standard Deviation
1 Year 9.96%
3 Years 7.64%
5 Years 6.97%
※The index performance is calculated through its total return index values.