Summary
JPAN
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 28.18% Volatility 21.69% Sharpe 1.12
Official loaded data — not a live quote.

MATTHEWS JAPAN ACTIVE ETF

Symbol: JPAN

Exchange: NYSE

Sector: Technology

Category: Japan Stock

Inception date: 21/09/2023

Latest date: 20/07/2026

Current price: $40.75

Expense ratio: 0.79%

Assets under management
$10.0M
0.10% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

-6.78%

Ann. -53.04% (Sharpe / Sortino numerator)

Volatility

32.34%

Sharpe ratio

-1.752

VaR 95%

-3.23%

CVaR 95%: -3.37%
Max drawdown: -9.83%
Sortino ratio: -3.069
Calmar ratio: -5.39

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

3.71%

Ann. 13.55% (Sharpe / Sortino numerator)

Volatility

26.27%

Sharpe ratio

0.377

VaR 95%

-2.74%

CVaR 95%: -3.16%
Max drawdown: -14.60%
Sortino ratio: 0.597
Calmar ratio: 0.93

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

9.47%

Ann. 17.10% (Sharpe / Sortino numerator)

Volatility

21.72%

Sharpe ratio

0.620

VaR 95%

-2.49%

CVaR 95%: -3.13%
Max drawdown: -14.60%
Sortino ratio: 0.859
Calmar ratio: 1.17

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

28.18%

Ann. 27.98% (Sharpe / Sortino numerator)

Volatility

21.69%

Sharpe ratio

1.123

VaR 95%

-1.87%

CVaR 95%: -3.19%
Max drawdown: -14.60%
Sortino ratio: 1.527
Calmar ratio: 1.92

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

40.07%

Ann. 15.12% (Sharpe / Sortino numerator)

Volatility

20.16%

Sharpe ratio

0.570

VaR 95%

-1.82%

CVaR 95%: -3.00%
Max drawdown: -15.24%
Sortino ratio: 0.772
Calmar ratio: 0.99

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

74.86%

Ann. 24.09% (Sharpe / Sortino numerator)

Volatility

19.59%

Sharpe ratio

1.046

VaR 95%

-1.74%

CVaR 95%: -2.77%
Max drawdown: -15.24%
Sortino ratio: 1.480
Calmar ratio: 1.58

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.108%

Best day

5.146%

08/04/2026
Worst day

-3.958%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $40.71 $40.75 $40.71 $40.75 600
17/07/2026 $40.20 $40.76 $40.20 $40.76 700
16/07/2026 $41.63 $41.63 $41.63 $41.63 100
15/07/2026 $42.39 $42.43 $42.39 $42.43 400
14/07/2026 $42.72 $42.74 $42.47 $42.52 4,000
13/07/2026 $42.19 $42.19 $42.05 $42.05 500
10/07/2026 $42.79 $42.79 $42.79 $42.79 100
09/07/2026 $42.26 $42.26 $42.26 $42.26 300
08/07/2026 $41.46 $41.85 $41.46 $41.85 1,700
07/07/2026 $42.67 $42.67 $42.21 $42.21 1,000