- ISIN
- US74968B8524
- CUSIP
- 74968B852
- Issuer
- RMB Funds
- Inception Date
- Dec 26, 2017
- Category
- Japan Equities
- Min. Investment
- $100,000
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
RMBPX Performance Chart
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Returns By Period
RMB Japan Fund
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
RMBPX Monthly Returns History
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.00% | -1.10% | 0.86% | -0.24% | |||||||||
| 2024 | 3.27% | 3.75% | 3.14% | -3.32% | 2.67% | -0.47% | 4.30% | 0.99% | -1.95% | -6.15% | 2.22% | -20.52% | -14.03% |
| 2023 | 6.41% | -3.18% | 4.30% | -0.33% | -0.54% | 5.47% | 2.39% | -2.84% | -1.56% | -2.44% | 7.49% | 3.42% | 19.33% |
| 2022 | -3.06% | -1.53% | -2.17% | -7.92% | 3.33% | -6.77% | 5.60% | -4.06% | -9.52% | 2.47% | 11.41% | -1.37% | -14.50% |
| 2021 | -0.62% | 0.89% | 0.09% | -2.21% | 1.72% | -1.69% | 0.36% | 0.81% | 2.24% | -2.19% | -3.40% | 1.50% | -2.65% |
Benchmark Metrics
RMB Japan Fund has an annualized alpha of -6.09%, beta of 0.60, and R2 of 0.40 versus S&P 500 Index. Calculated based on daily prices since January 12, 2018.
- This fund participated in 95.97% of S&P 500 Index downside but only 54.45% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.60 may look defensive, but with R2 of 0.40 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R2 of 0.40 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- -6.09%
- Beta
- 0.60
- R²
- 0.40
- Upside Capture
- 54.45%
- Downside Capture
- 95.97%
Expense Ratio
RMBPX has a high expense ratio of 1.30%, indicating above-average management fees.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for RMB Japan Fund (RMBPX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RMBPX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.37 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.78 | — |
| Martin ratioReturn relative to average drawdown | — | 12.44 | — |
Dividends
Dividend History
RMB Japan Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $0.27 | $0.43 | $0.09 | $0.82 | $0.03 | $0.11 | $0.03 |
Dividend yield | 0.00% | 3.28% | 4.43% | 1.04% | 8.11% | 0.29% | 1.15% | 0.36% |
Monthly Dividends
The table displays the monthly dividend distributions for RMB Japan Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.27 | $0.27 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.43 | $0.43 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 | $0.09 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.82 | $0.82 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 | $0.03 |
Drawdowns
Drawdowns Chart
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the RMB Japan 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 RMB Japan Fund was 32.41%, occurring on Mar 16, 2020. Recovery took 175 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -32.41%Mar 2020 | 2y 1mo | 8mo 9d | 2y 9moJan 2018 - Nov 2020 |
Bear market2022 | -31.06%Oct 2022 | 1y 8mo | 1y 4mo | 3y 14dFeb 2021 - Mar 2024 |
2025 selloff2025 | -26.61%Mar 2025 | 5mo 11d | — | 1y 8moSep 2024 - now |
2024 correction2024 | -12.10%Aug 2024 | 19d | 25d | 1mo 14dJul 2024 - Aug 2024 |
2024 pullback2024 | -6.30%Sep 2024 | 3d | 20d | 23dSep 2024 - Sep 2024 |
Drawdown Indicators
| RMBPX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -56.78% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | — | -1.80% | — |
Average DrawdownAverage peak-to-trough decline | — | -10.71% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.03% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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