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 -1.05%
3 Months -2.82%
6 Months -2.77%
1 Year -5.29%
3 Years 15.37%
5 Years 3.48%
Annualized Return
1 Year -5.29%
3 Years 4.88%
5 Years 0.69%
Annualized Standard Deviation
1 Year 8.8%
3 Years 8.05%
5 Years 7.37%
※The index performance is calculated through its total return index values.