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TIP TAIEX+ Customized High Dividend Minimum Variance Index

Automatically update every minute. The official end-of-day index value is provided on the "Historical date."
According to Ministry of Interior, the average life expectancy in Taiwan has reached over 80 years old. The preparation for a possibly 15 years of life after retirement, and the accumulation of enough assets to finance the life after retirement are both subjects that many people are concerned with. TIP compiles the "TIP TAIEX+ Customized High Dividend Minimum Variance Index" (HDMV), based on the concept of capital preservation and interest saving; multiple financial indicators and market risk factor screen out a stock portfolio which has high dividend, and then the minimum variance method is implemented to optimize the constituents’ weights in order to reduce the volatility of the index. The index has characteristics of low volatility, high dividend yield and excellent investment performance.

Overview

Index Universe Listed companies of Taiwan Stock Exchange
Weighting Method Minimum variance
Base Date 2017.06.30
Launch Date 2017.07.03
Base Value 5,000
Calculation Frequency Every 5 sec
Number of Constituents 50
Index Type PR/TR
Periodic Review June, December

Index Performance

Returns
1 Month-0.54%
3 Months0.54%
6 Months4.12%
1 Year39.76%
3 Years78.94%
5 Years-
Annualized Returns
1 Year41.7%
3 Years17.64%
5 Years-
Annualized Standard Deviation
1 Year15.75%
3 Years16.17%
5 Years-
The index performance is calculated through its total return index values; the price index values will be used in calculation only when there is no total return index.

Download

TitleFile DateLink
ETF Information: Yuanta Taiwan High Dividend Low Volatility ETF - Link

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