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CNJFX: COMMONWEALTH JAPAN FUND COMMONWEALTH JAPAN FUND (MUTUAL FUND)
Basic Info 3.78 0.02(0.53%) May 20
Asset Class: | JAPAN STOCK |
MyPlanIQ Rating: | (45%) |
Start Date: | 06/12/1996 |
Last Dividend Date: | 12/15/2023 |
12-Mo. Yield | 0.10% |
Expenses | 1.75% |
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Performance Analytics (As of 05/17/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 06/12/1996 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.3 | -1.0 | 4.5 | -3.4 | 0.9 | 2.9 | 3.2 | 1.1 | -1.7 | 14.1 | -18.5 | -11.6 | 9.9 | 19.2 | -10.8 | 20.6 | -1.5 | 11.3 | -2.6 | 16.2 | 2.7 | -12.5 | 12.8 | -4.0 | -23.4 | -5.0 | -3.8 | 21.5 | -3.1 | 13.5 | -8.6 | -24.9 | -36.7 | 58.6 | 6.7 | -24.6 | -17.7 |
Sharpe Ratio | NA | -0.39 | 0.15 | -0.37 | -0.02 | 0.11 | NA | NA | -0.18 | 0.73 | -0.96 | -0.74 | 0.37 | 1.51 | -0.82 | 1.98 | -0.1 | 0.73 | -0.21 | 0.85 | 0.21 | -0.65 | 0.85 | -0.21 | -0.84 | -0.53 | -0.39 | 1.42 | -0.19 | 0.82 | -0.57 | -1.59 | -1.91 | 2.87 | 0.13 | -4.35 | -2.73 |
Draw Down(%) | NA | 8.2 | 10.5 | 36.4 | 36.4 | 36.4 | NA | NA | 69.9 | 10.5 | 28.3 | 16.2 | 29.9 | 5.6 | 22.2 | 4.1 | 11.3 | 13.4 | 9.1 | 11.9 | 12.9 | 16.8 | 8.9 | 25.5 | 38.0 | 12.5 | 19.7 | 11.1 | 22.9 | 11.9 | 20.5 | 28.1 | 37.3 | 7.6 | 25.6 | 31.2 | 20.4 |
Standard Deviation(%) | NA | 14.8 | 14.4 | 16.6 | 18.3 | 16.3 | NA | NA | 18.0 | 13.7 | 20.8 | 15.8 | 25.8 | 11.8 | 14.7 | 10.1 | 17.5 | 15.5 | 12.1 | 18.9 | 13.0 | 19.2 | 14.9 | 19.5 | 28.7 | 15.4 | 18.5 | 13.6 | 21.2 | 15.6 | 17.0 | 17.4 | 21.4 | 19.3 | 25.6 | 18.3 | 12.1 |
Treynor Ratio | NA | -0.07 | 0.03 | -0.08 | 0.0 | 0.02 | NA | NA | -0.05 | 0.13 | -0.25 | -0.19 | 0.1 | 0.24 | -0.16 | 0.24 | -0.02 | 0.14 | -0.04 | 0.23 | 0.04 | -0.2 | 0.17 | -0.07 | -0.41 | -0.13 | -0.1 | 0.3 | -0.06 | 0.22 | -0.17 | -0.54 | -0.64 | 0.81 | 0.04 | -1.38 | -0.39 |
Alpha | NA | -0.02 | 0.0 | -0.01 | -0.02 | -0.01 | NA | NA | -0.02 | -0.01 | 0.0 | -0.03 | -0.05 | 0.0 | 0.0 | -0.01 | -0.01 | 0.02 | 0.01 | 0.0 | -0.02 | -0.01 | 0.01 | -0.05 | -0.01 | -0.02 | -0.01 | -0.02 | -0.04 | -0.03 | -0.02 | -0.04 | -0.07 | -0.06 | -0.01 | -0.18 | -0.06 |
Beta | NA | 0.85 | 0.84 | 0.82 | 0.86 | 0.82 | NA | NA | 0.68 | 0.77 | 0.8 | 0.6 | 0.93 | 0.75 | 0.76 | 0.83 | 0.78 | 0.82 | 0.61 | 0.69 | 0.74 | 0.64 | 0.73 | 0.59 | 0.58 | 0.61 | 0.72 | 0.64 | 0.7 | 0.59 | 0.58 | 0.51 | 0.64 | 0.68 | 0.8 | 0.58 | 0.84 |
RSquared | NA | 0.69 | 0.77 | 0.82 | 0.82 | 0.75 | NA | NA | 0.66 | 0.73 | 0.86 | 0.5 | 0.86 | 0.56 | 0.74 | 0.43 | 0.59 | 0.77 | 0.47 | 0.42 | 0.61 | 0.58 | 0.62 | 0.59 | 0.75 | 0.48 | 0.84 | 0.69 | 0.63 | 0.65 | 0.72 | 0.65 | 0.71 | 0.69 | 0.69 | 0.53 | 0.67 |
Yield(%) | N/A | 0.0 | 0.1 | 1.4 | 0.9 | 0.6 | 0.5 | 1.1 | N/A | 0.0 | 0.0 | 3.7 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.7 | 0.0 | 0.0 | 0.0 | 12.0 | 1.6 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | -71.3 | N/A | N/A | N/A | N/A | -100.0 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -100.0 | N/A | N/A | N/A | -100.0 | 816.7 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/12/1996
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Top Rated Funds in JAPAN STOCK
Best Mutual Funds
- PRJPX (T. ROWE PRICE JAPAN FUND T. ROWE PRICE JAPAN FUND) 0.91% (100%)
- FJPIX (FIDELITY JAPAN FUND FIDELITY ADVISOR JAPAN FUND: CLASS I) 0.60% (95%)
- MIJFX (MATTHEWS JAPAN FUND INSTITUTIONAL CLASS SHARES) 1.18% (91%)
- FJPNX (FIDELITY JAPAN FUND FIDELITY JAPAN FUND) 0.61% (86%)
- MJFOX (MATTHEWS JAPAN FUND INVESTOR CLASS SHARES) 1.18% (73%)
- FJSCX (FIDELITY JAPAN SMALLER COMPANIES FUND FIDELITY JAPAN SMALLER COMPANIES FUND) 0.58% (59%)
- CNJFX (COMMONWEALTH JAPAN FUND COMMONWEALTH JAPAN FUND) 0.53% (45%)
- DFJSX (JAPANESE SMALL COMPANY PORTFOLIO JAPANESE SMALL COMPANY PORTFOLIO - INSTITUTIONAL CLASS) 0.68% (41%)
- SAESX (SUNAMERICA JAPAN FUND CLASS A) (23%)
- IJIAX (VOYA JAPAN TOPIX INDEX(R) PORTFOLIO CLASS ADV) (5%)
Best ETFs
- SCJ (iShares MSCI Japan Small-Cap ETF) 0.25% (55%)
- DBJP (Xtrackers MSCI Japan Hedged Equity ETF) 1.11% (50%)
- DFJ (WisdomTree Japan SmallCap Dividend Fund) 0.32% (36%)
- EWJ (iShares MSCI Japan ETF) 0.71% (32%)
- JSC (SPDR Russell/Nomura Small Cap Japan ETF) (27%)
- FJP (First Trust Japan AlphaDEX® Fund) 1.18% (18%)
- DXJ (WisdomTree Japan Hedged Equity Fund) 1.37% (14%)
Best Closed End Funds
- JEQ (Aberdeen Japan Equity Fund Inc) 0.50% (68%)
- JOF (Japan Smaller Capitalization Closed Fund) 0.39% (9%)