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CUSIP
874036106
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

TWN Performance Chart

The Taiwan Fund Inc. (TWN) is up 86.3% since the beginning of the year. TWN is currently trading at $99 per share. Investors who bought $1,000 worth of TWN shares 5 years ago would now be looking at an investment worth $4,411.


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S&P 500 Index

Returns By Period

The Taiwan Fund Inc. (TWN) has returned 86.31% so far this year and 193.19% over the past 12 months. Looking at the last ten years, TWN has achieved an annualized return of 29.91%, outperforming the S&P 500 Index benchmark, which averaged 13.66% per year.


The Taiwan Fund Inc.

1D
-1.94%
1M
6.24%
YTD
86.31%
6M
99.02%
1Y
193.19%
3Y*
65.09%
5Y*
34.56%
10Y*
29.91%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TWN Monthly Returns History

Based on dividend-adjusted daily data since Jun 30, 1989, TWN's average daily return is +0.05%, while the average monthly return is +1.05%. At this rate, an investment would double in approximately 5.5 years.

Historically, 54% of months were positive and 46% were negative. The best month was Dec 1993 with a return of +45.5%, while the worst month was Sep 1990 at -32.6%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 8 months.

On a daily basis, TWN closed higher 48% of trading days. The best single day was Jan 17, 1991 with a return of +20.3%, while the worst single day was Dec 26, 1997 at -21.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.92%14.53%-0.36%43.60%5.03%0.30%86.31%
20250.03%-3.68%-10.82%-3.06%17.32%18.64%2.18%9.75%7.70%6.29%-4.13%8.01%54.11%
20244.54%7.34%2.07%-2.20%2.81%10.29%-4.05%6.10%-1.79%-1.32%-1.66%7.72%32.76%
202312.42%2.91%0.93%-4.75%11.64%9.30%6.33%-6.66%-3.60%-5.50%16.20%6.42%51.73%
2022-9.66%-0.32%-2.75%-16.02%2.57%-11.36%3.45%-3.03%-16.63%-10.66%30.53%-5.76%-38.54%
20214.66%6.23%-0.95%13.63%-1.71%12.00%1.19%0.21%-1.73%1.39%5.10%8.11%58.14%

Benchmark Metrics

The Taiwan Fund Inc. has an annualized alpha of 4.36%, beta of 0.75, and R2 of 0.19 versus S&P 500 Index. Calculated based on daily prices since July 03, 1989.

  • This fund participated in 111.20% of S&P 500 Index downside but only 104.11% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.19 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.

Alpha
4.36%
Beta
0.75
0.19
Upside Capture
104.11%
Downside Capture
111.20%

Return for Risk

Risk / Return Rank

TWN ranks 99 for risk / return — in the top 99% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


TWN Risk / Return Rank: 9999
Overall Rank
TWN Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
TWN Sortino Ratio Rank: 9898
Sortino Ratio Rank
TWN Omega Ratio Rank: 9797
Omega Ratio Rank
TWN Calmar Ratio Rank: 100100
Calmar Ratio Rank
TWN Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for The Taiwan Fund Inc. (TWN) and compare them to S&P 500 Index.


TWNBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+5.00

Sortino ratioReturn per unit of downside risk

+4.22

Omega ratioGain probability vs. loss probability

2.00

1.41

+0.60

Calmar ratioReturn relative to maximum drawdown

21.40

2.93

+18.47

Martin ratioReturn relative to average drawdown

69.94

13.52

+56.42

Dividends

Dividend History

The Taiwan Fund Inc. provided a 6.23% dividend yield over the last twelve months, with an annual payout of $6.20 per share.


0.00%5.00%10.00%15.00%20.00%$0.00$2.00$4.00$6.00$8.00201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$6.20$6.20$7.40$0.44$0.00$2.92$3.31$1.70$1.71$0.66

Dividend yield

6.23%11.62%19.14%1.26%0.00%7.78%12.91%8.26%11.27%3.16%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$6.20$6.20
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$7.40$7.40
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.44$0.44
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.92$2.92

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 The Taiwan Fund Inc.. 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 The Taiwan Fund Inc. was 79.52%, occurring on Sep 20, 2001. Recovery took 4562 trading sessions.

The current The Taiwan Fund Inc. drawdown is 2.05%.


Related event

Drawdown

Fall

Recovery

Underwater

Dot-com crash2000–2002
-79.52%Sep 2001
7y 8mo18y 1mo
25y 10moJan 1994 - Nov 2019
1990 bear market1990
-58.86%Sep 1990
7mo 28d3y 2mo
3y 10moFeb 1990 - Dec 1993
Bear market2022
-51.72%Oct 2022
9mo 25d1y 3mo
2y 1moJan 2022 - Feb 2024
COVID crash2020
-36.26%Mar 2020
2mo 2d3mo 11d
5mo 13dJan 2020 - Jul 2020
2025 selloff2025
-29.97%Apr 2025
3mo 15d2mo 2d
5mo 17dDec 2024 - Jun 2025

Drawdown Indicators


TWNBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-79.52%

-56.78%

-22.74%

Max Drawdown (1Y)

Largest decline over 1 year

-9.09%

-9.10%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-29.97%

-18.90%

-11.07%

Max Drawdown (5Y)

Largest decline over 5 years

-51.72%

-25.43%

-26.29%

Max Drawdown (10Y)

Largest decline over 10 years

-51.72%

-33.92%

-17.80%

Current Drawdown

Current decline from peak

-2.05%

-0.74%

-1.31%

Average Drawdown

Average peak-to-trough decline

-37.41%

-10.72%

-26.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

1.97%

+0.80%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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