Multi Asset
Bloomberg TIP Taiwan and US Momentum Balanced Multi-Asset Index
Overview
Bloomberg TIP Taiwan and US Momentum Balanced Multi-Asset Index is constructed based on the principles of Modern Portfolio Theory, which declaims that low correlation among different asset classes can descend overall portfolio volatility and ascend risk-adjusted performance. This index integrates the property of equities and bonds, categorizing market conditions to determine the asset allocation between these assets. It combines the TIP Customized Taiwan Momentum Trend Index and the Bloomberg U.S. Treasury: 20+ Year Total Return Index Unh TWD to shape a multi-asset investment strategy that balances risk diversification and stable returns, highlighting the performance of a portfolio that combines equities and bonds.
Index Performance
| Accumulated Return | |
|---|---|
| 1 Month | - |
| 3 Months | - |
| 6 Months | - |
| 1 Year | - |
| 3 Years | - |
| 5 Years | - |
| Annualized Return | |
|---|---|
| 1 Year | - |
| 3 Years | - |
| 5 Years | - |
| Annualized Standard Deviation | |
|---|---|
| 1 Year | - |
| 3 Years | - |
| 5 Years | - |
※The index performance is calculated through its total return index values.