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 -2.3%
3 Months -0.94%
6 Months 3.18%
1 Year 0.03%
3 Years 13.83%
5 Years 0.77%
Annualized Return
1 Year 0.03%
3 Years 4.41%
5 Years 0.15%
Annualized Standard Deviation
1 Year 10.22%
3 Years 8.03%
5 Years 7.34%
※The index performance is calculated through its total return index values.