Find A Portfolio/Ticker
Comparison Box
JSC: SPDR Russell/Nomura Small Cap Japan ETF (ETF)
Basic Info
Asset Class: | JAPAN STOCK |
MyPlanIQ Rating: | (27%) |
Start Date: | 03/29/2000 |
Last Dividend Date: | 12/18/2015 |
12-Mo. Yield | 0.00% |
Expenses | 0.55% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 01/24/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 03/29/2000 |
2020 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2002 | 2001 | 2000 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 6669.2 | 6669.2 | 263.0 | -1.7 | 1.3 | 20.1 | 6669.2 | -29.3 | -98.3 | 13.2 | -4.5 | 18.5 | 3.1 | -4.7 | 15.9 | 1.8 | -17.3 | -14.1 | 2184.9 | 125.0 | 295.8 | -53.8 | -62.0 |
Sharpe Ratio | NA | -0.6 | 0.5 | -0.01 | 0.0 | 0.02 | NA | -0.62 | -0.32 | -0.32 | -1.42 | 0.0 | -0.02 | -0.01 | 0.0 | -0.02 | -0.97 | -1.96 | 2.4 | NA | 0.2 | -0.39 | -0.48 |
Draw Down(%) | NA | 0.0 | 49.6 | 99.0 | 99.0 | 99.0 | 0.0 | 49.6 | 98.6 | 11.4 | 12.5 | 98.6 | 97.3 | 98.0 | 97.1 | 96.2 | 40.6 | 20.8 | 5.7 | 0.0 | 5.3 | 53.8 | 62.0 |
Standard Deviation(%) | NA | 0.0 | 522.3 | 365.1 | 1229.6 | 1083.1 | 0.0 | 92.8 | 414.5 | 16.5 | 16.2 | 590.7 | 719.3 | 1591.2 | 2808.3 | 1035.8 | 37.7 | 18.5 | 868.5 | 0.0 | 1094.3 | 305.8 | 206.1 |
Treynor Ratio | NA | 0.0 | 0.01 | 0.0 | 0.0 | 0.02 | 0.0 | -2.24 | -1.96 | -0.08 | -0.26 | 0.0 | 0.01 | -0.03 | 0.0 | -0.14 | -0.49 | -0.43 | -0.12 | 0.0 | -0.19 | -2.85 | -0.67 |
Alpha | NA | -1.29 | -21.55 | 1.25 | 75.08 | 58.43 | NA | -1.2 | -0.72 | -0.51 | 0.01 | 53.85 | 26.41 | 132.94 | 325.59 | 42.02 | 0.04 | -0.06 | 33.97 | NA | 23.8 | -13.63 | -27.25 |
Beta | NA | 0.42 | 341.1 | 128.13 | 44.76 | 9.17 | NA | 0.26 | 0.67 | 0.68 | 0.9 | 25.24 | -14.49 | 7.11 | -71.82 | 1.22 | 0.74 | 0.85 | -178.29 | NA | -11.27 | 0.41 | 1.47 |
RSquared | NA | 0.0 | 0.88 | 0.33 | 0.01 | 0.0 | 0.0 | 0.0 | 0.01 | 0.47 | 0.58 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.7 | 0.64 | 0.63 | 0.0 | 0.98 | 0.11 | 1.0 |
Yield(%) | N/A | N/A | 0.0 | 0.3 | 1.2 | N/A | 0.0 | 0.0 | 0.0 | 1.6 | 1.0 | 2.8 | 2.0 | 48.3 | 1.9 | 2.0 | 1.5 | 1.1 | 0.2 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | N/A | -100.0 | -81.2 | N/A | N/A | N/A | N/A | -100.0 | 47.1 | -58.9 | 51.2 | 15.5 | 0.0 | -4.1 | 15.6 | 12.3 | 375.0 | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/29/2000
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See JAPAN STOCK Asset Class Trend Rankings |
Top Rated Funds in JAPAN STOCK
Best Mutual Funds
- PRJPX (T. ROWE PRICE JAPAN FUND T. ROWE PRICE JAPAN FUND) (100%)
- FJPIX (FIDELITY JAPAN FUND FIDELITY ADVISOR JAPAN FUND: CLASS I) (95%)
- MIJFX (MATTHEWS JAPAN FUND INSTITUTIONAL CLASS SHARES) (91%)
- FJPNX (FIDELITY JAPAN FUND FIDELITY JAPAN FUND) (86%)
- MJFOX (MATTHEWS JAPAN FUND INVESTOR CLASS SHARES) (73%)
- FJSCX (FIDELITY JAPAN SMALLER COMPANIES FUND FIDELITY JAPAN SMALLER COMPANIES FUND) (59%)
- CNJFX (COMMONWEALTH JAPAN FUND COMMONWEALTH JAPAN FUND) (45%)
- DFJSX (JAPANESE SMALL COMPANY PORTFOLIO JAPANESE SMALL COMPANY PORTFOLIO - INSTITUTIONAL CLASS) (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) (55%)
- DBJP (Xtrackers MSCI Japan Hedged Equity ETF) (50%)
- DFJ (WisdomTree Japan SmallCap Dividend Fund) (36%)
- EWJ (iShares MSCI Japan ETF) (32%)
- JSC (SPDR Russell/Nomura Small Cap Japan ETF) (27%)
- FJP (First Trust Japan AlphaDEX® Fund) (18%)
- DXJ (WisdomTree Japan Hedged Equity Fund) (14%)