TIP TAIEX+ Low Volatility Dividend Plus Select 30 Index

Automatically update every minute. The official end-of-day index value is provided on the "Historical date."
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.


Index Universe Listed companies of Taiwan Stock Exchange
Weighting Method Free float adjusted Market Capitalization
Base Date 2016.12.16
Launch Date 2016.12.19
Base Value 5,000
Calculation Frequency Every 5 sec
Number of Constituents 30
Index Type PR/TR
Periodic Review October

Index Performance

1 Month-7.5%
3 Months-5.8%
6 Months-0.01%
1 Year10.4%
3 Years35.79%
5 Years66.41%
Annualized Returns
1 Year17.35%
3 Years12.74%
5 Years12.76%
Annualized Standard Deviation
1 Year8.35%
3 Years13.77%
5 Years12.12%
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.


TitleFile DateLink
Index Rules for TIP TAIEX+ Low Volatility Dividend Plus Select 30 Index 2020/04/21 download
ETF Information: Cathay TIP TAIEX+ Low Volatility Select 30 ETF - Link

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