TIP TAIEX⁺ Low Volatility Dividend Plus Select 30 Index

Overview

Volatility Anomaly is the phenomenon that market standard deviation is negatively related to future return, that is, low-volatility portfolios tend to defeat the high ones in the long term, which provides a stable investment strategy. TIP launched the "TIP TAIEX ⁺ Low Volatility Dividend Plus Select 30 Index" (called "TIP LV 30 Index" or "LV30" for short) on December 19th, 2016. According to the methodology, low-volatility constituent stocks could effectively control the volatility of portfolios so that it could reduce the downwards degree but also catch up with the market volatility to gain returns under stable environment. Moreover, 10 years back-testing proves that LV30 shows many advantages, such as high performance, strong resistance towards market downsides, and easy to be built up as portfolios.