Japan Smaller Capitalization Fund (JOF)

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Japan Smaller Capitalization Fund (JOF) is up 12.5% since the beginning of the year. JOF is currently trading at $12 per share. Investors who bought $1,000 worth of JOF shares 5 years ago would now be looking at an investment worth $1,703.

Japan Smaller Capitalization Fund (JOF) has returned 12.47% so far this year and 38.13% over the past 12 months. Over the last ten years, JOF has returned 10.69% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.

Based on dividend-adjusted daily data since Mar 14, 1990, JOF's average daily return is +0.04%, while the average monthly return is +0.63%. At this rate, an investment would double in approximately 9.2 years.

Historically, 51% of months were positive and 49% were negative. The best month was Feb 1991 with a return of +48.6%, while the worst month was Sep 2002 at -24.6%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.

On a daily basis, JOF closed higher 46% of trading days. The best single day was Oct 1, 1990 with a return of +20.6%, while the worst single day was Mar 12, 2020 at -11.9%.

Japan Smaller Capitalization Fund has an annualized alpha of 0.20%, beta of 0.85, and R2 of 0.22 versus S&P 500 Index. Calculated based on daily prices since March 14, 1990.

• This fund participated in 96.82% of S&P 500 Index downside but only 73.60% of its upside - more exposed to losses than it benefited from rallies.
• R2 of 0.22 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

JOF has an expense ratio of 0.02%, which is considered low.

JOF ranks 42 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

Japan Smaller Capitalization Fund provided a 8.95% dividend yield over the last twelve months, with an annual payout of $1.06 per share. The fund has been increasing its distributions for 3 consecutive years.

The table displays the monthly dividend distributions for Japan Smaller Capitalization Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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 Smaller Capitalization Fund. 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 Smaller Capitalization Fund was 74.98%, occurring on Aug 28, 1998. Recovery took 1403 trading sessions.

The current Japan Smaller Capitalization Fund drawdown is 3.67%.

The chart below shows the rolling one-month volatility.