PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Nuveen Japan Equity Fund (NXJ) Sharpe Ratio

Sharpe ratio is not yet available for NXJ. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

NXJ Sharpe Ratio Rank

NXJ Sharpe Ratio Rank: 62.863
Above Average

NXJ ranks above 62.8% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

How it compares to other similar mutual funds

The table compares NXJ's Sharpe Ratio with other similar investments across multiple time periods.

Data shows available time periods plus all-time averages, as of Feb 7, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
SRRIXStone Ridge Reinsurance Risk Premium Interval Fund14.08
CREMXRedwood Real Estate Income Fund9.78
CBYYXVictory Pioneer Cat Bond Fund Class Y8.54
XILSXPioneer ILS Interval Fund8.44
CAPIXCalamos Aksia Alternative Credit and Income Fund Class I8.17
CCLFXCliffwater Corporate Lending Fund8.00
MCAD.TOEvolve Premium Cash Management ETF6.90
VUSFXVanguard Ultra-Short-Term Bond Fund Admiral Shares6.66
TMPFXTactical Multi-Purpose Fund6.59
NUSIXNavigator Ultra Short Term Bond Fund6.58
NXJNuveen Japan Equity Fund1.23

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows NXJ's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when NXJ consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading graphics...

Explore NXJ risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

NXJ Sortino Ratio