Summary
TWN
Prices · period metrics · 12M
NAV as of 21/07/2026
02/04/2025 → 02/04/2026
Return 111.51% Volatility 26.36% Sharpe 4.22
Official loaded data — not a live quote.

Taiwan Fund Inc

Symbol: TWN

Exchange: NYSE

Sector: N/A

Category: N/A

Inception date: N/A

Latest date: 21/07/2026

Current price: $87.55

Expense ratio: N/A

Assets under management
N/A
1.74% 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

-13.33%

Ann. -30.77% (Sharpe / Sortino numerator)

Volatility

38.48%

Sharpe ratio

-0.894

VaR 95%

-4.54%

CVaR 95%: -4.63%
Max drawdown: -5.01%
Sortino ratio: -1.144
Calmar ratio: -6.14

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

5.48%

Ann. 86.38% (Sharpe / Sortino numerator)

Volatility

29.98%

Sharpe ratio

2.760

VaR 95%

-3.17%

CVaR 95%: -4.24%
Max drawdown: -8.61%
Sortino ratio: 3.765
Calmar ratio: 10.03

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

59.76%

Ann. 70.81% (Sharpe / Sortino numerator)

Volatility

25.59%

Sharpe ratio

2.625

VaR 95%

-2.49%

CVaR 95%: -3.55%
Max drawdown: -9.09%
Sortino ratio: 3.909
Calmar ratio: 7.79

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

111.51%

Ann. 114.80% (Sharpe / Sortino numerator)

Volatility

26.36%

Sharpe ratio

4.217

VaR 95%

-2.32%

CVaR 95%: -3.76%
Max drawdown: -12.88%
Sortino ratio: 5.605
Calmar ratio: 8.91

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

174.99%

Ann. 45.77% (Sharpe / Sortino numerator)

Volatility

25.15%

Sharpe ratio

1.675

VaR 95%

-2.51%

CVaR 95%: -3.70%
Max drawdown: -29.97%
Sortino ratio: 2.263
Calmar ratio: 1.53

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

252.00%

Ann. 47.08% (Sharpe / Sortino numerator)

Volatility

23.06%

Sharpe ratio

1.884

VaR 95%

-2.19%

CVaR 95%: -3.34%
Max drawdown: -29.97%
Sortino ratio: 2.613
Calmar ratio: 1.57

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 - 21/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.317%

Best day

6.76%

26/05/2026
Worst day

-6.221%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
21/07/2026 $86.05 $88.23 $85.88 $87.55 39,800
20/07/2026 $84.81 $87.05 $82.33 $83.59 63,600
17/07/2026 $87.05 $87.07 $82.81 $86.17 48,300
16/07/2026 $90.39 $91.01 $88.80 $90.31 38,000
15/07/2026 $91.26 $92.45 $90.30 $91.42 22,800
14/07/2026 $92.92 $94.47 $91.23 $91.65 43,200
13/07/2026 $92.86 $93.90 $91.25 $93.90 41,500
10/07/2026 $94.29 $95.26 $92.41 $94.86 26,400
09/07/2026 $92.85 $95.75 $92.75 $94.25 36,300
08/07/2026 $91.71 $95.32 $91.05 $92.80 55,300