Summary
ASIA
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 37.82% Volatility 21.73% Sharpe 1.39
Official loaded data — not a live quote.

MATTHEWS PACIFIC TIGER ACTIVE ETF

Symbol: ASIA

Exchange: NYSE

Sector: Technology

Category: Pacific/Asia ex-Japan Stk

Inception date: 21/09/2023

Latest date: 16/07/2026

Current price: $40.59

Expense ratio: 0.79%

Assets under management
$56.0M
-0.98% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-8.90%

Ann. -68.49% (Sharpe / Sortino numerator)

Volatility

38.10%

Sharpe ratio

-1.893

VaR 95%

-3.85%

CVaR 95%: -5.29%
Max drawdown: -7.96%
Sortino ratio: -2.459
Calmar ratio: -8.61

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

6.63%

Ann. -4.28% (Sharpe / Sortino numerator)

Volatility

27.74%

Sharpe ratio

-0.285

VaR 95%

-3.17%

CVaR 95%: -4.36%
Max drawdown: -14.47%
Sortino ratio: -0.344
Calmar ratio: -0.30

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

11.91%

Ann. 6.33% (Sharpe / Sortino numerator)

Volatility

23.53%

Sharpe ratio

0.115

VaR 95%

-2.04%

CVaR 95%: -3.75%
Max drawdown: -14.47%
Sortino ratio: 0.139
Calmar ratio: 0.44

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

37.82%

Ann. 33.83% (Sharpe / Sortino numerator)

Volatility

21.73%

Sharpe ratio

1.390

VaR 95%

-1.70%

CVaR 95%: -3.37%
Max drawdown: -14.47%
Sortino ratio: 1.694
Calmar ratio: 2.34

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

49.87%

Ann. 18.07% (Sharpe / Sortino numerator)

Volatility

20.51%

Sharpe ratio

0.704

VaR 95%

-1.93%

CVaR 95%: -3.05%
Max drawdown: -23.95%
Sortino ratio: 0.927
Calmar ratio: 0.75

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

63.53%

Ann. 23.86% (Sharpe / Sortino numerator)

Volatility

20.29%

Sharpe ratio

0.999

VaR 95%

-1.82%

CVaR 95%: -2.82%
Max drawdown: -23.95%
Sortino ratio: 1.416
Calmar ratio: 1.00

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.142%

Best day

5.178%

26/05/2026
Worst day

-7.719%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $40.99 $41.05 $40.51 $40.59 6,900
15/07/2026 $41.55 $41.93 $41.55 $41.86 900
14/07/2026 $41.85 $41.89 $41.81 $41.88 3,700
13/07/2026 $41.00 $41.00 $40.89 $40.97 2,400
10/07/2026 $42.40 $42.76 $42.26 $42.67 2,600
09/07/2026 $42.96 $43.02 $42.96 $43.02 400
08/07/2026 $41.64 $42.32 $41.63 $42.32 6,100
07/07/2026 $42.39 $42.39 $41.12 $41.97 33,800
06/07/2026 $43.62 $43.77 $43.62 $43.65 2,600
02/07/2026 $43.22 $43.54 $42.19 $42.49 3,500