JAPAN

The chart shows the growth of an initial investment of $10,000 in JAPAN, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

As of Jun 13, 2026, the JAPAN returned 14.83% Year-To-Date and 9.55% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Apr 1, 1996, JAPAN's average daily return is +0.02%, while the average monthly return is +0.34%. At this rate, an investment would double in approximately 17.0 years.

Historically, 54% of months were positive and 46% were negative. The best month was Oct 1998 with a return of +21.1%, while the worst month was Aug 1998 at -16.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 9 months.

On a daily basis, JAPAN closed higher 50% of trading days. The best single day was Oct 13, 2008 with a return of +17.2%, while the worst single day was Oct 15, 2008 at -10.4%.

JAPAN has an annualized alpha of -2.25%, beta of 0.76, and R2 of 0.39 versus S&P 500 Index. Calculated based on daily prices since April 01, 1996.

• This portfolio participated in 84.26% of S&P 500 Index downside but only 60.51% of its upside - more exposed to losses than it benefited from rallies.
• R2 of 0.39 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

JAPAN has an expense ratio of 0.49%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

JAPAN ranks 28 for risk / return — below 28% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current JAPAN Sharpe ratio is 1.52 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of JAPAN compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

JAPAN provided a 3.94% dividend yield over the last twelve months.

The table below shows the monthly dividends paid by this portfolio.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the JAPAN. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the JAPAN was 60.93%, occurring on Apr 25, 2003. Recovery took 3551 trading sessions.

The current JAPAN drawdown is 1.51%.

The chart below shows the rolling one-month volatility.