SmartBeta Investment
TIP Customized Multi-factor Smart Beta Index
※ Automatically update every minute.The official end-of-day index value is provided on the "Historical date."
Overview
Franklin Advisors, Inc., FAV has been dedicated to the research of multifactor quantitative strategies. With the combination of multifactor model and traditional capitalization weighting scheme, FAV further enhances market capitalization portfolio performance by descriptors that efficiently reflect the factor characteristics, including quality, value and momentum, and allocates constituent weight through multifactor model. With FAV’s specialized methodology of stock selection and weighting and TIP’s insight in Taiwan equity market, TIP correspondently designs "TIP Customized Multi-factor Smart Beta Index" (abbr. "TIP Multi-factor Smart Beta Index").
Index Performance
| Accumulated Return | |
|---|---|
| 1 Month | 0.35% |
| 3 Months | 36.2% |
| 6 Months | 58.01% |
| 1 Year | 111.87% |
| 3 Years | 237.96% |
| 5 Years | 230.77% |
| Annualized Return | |
|---|---|
| 1 Year | 111.87% |
| 3 Years | 50.07% |
| 5 Years | 27.03% |
| Annualized Standard Deviation | |
|---|---|
| 1 Year | 25.2% |
| 3 Years | 23.79% |
| 5 Years | 21.86% |
※The index performance is calculated through its total return index values.