Market-Value Investment
TIP Customized Taiwan Multi-factor Growth 30 Index
Overview
TIP Customized Taiwan Multi-factor Growth 30 Index (abbr. TIP Taiwan MFG30 Index) reflects the multi-factor portfolio performance of quality, low volatility and growth in Taiwan equity markets. The index universe is composed of TWSE and TPEx listed stocks. Stocks with sizable market values that pass liquidity screening are further examined based upon profitability, financial quality and their downside risk. Constituents of 30 are finalized through enterprise-value growth and low volatility descriptor, and then weighted by their free-float adjusted market capitalization.
Index Performance
| Accumulated Return | |
|---|---|
| 1 Month | 4.95% |
| 3 Months | 0.24% |
| 6 Months | 13.3% |
| 1 Year | 31.37% |
| 3 Years | - |
| 5 Years | - |
| Annualized Return | |
|---|---|
| 1 Year | 31.37% |
| 3 Years | - |
| 5 Years | - |
| Annualized Standard Deviation | |
|---|---|
| 1 Year | 14.7% |
| 3 Years | - |
| 5 Years | - |
※The index performance is calculated through its total return index values.