Summary
TWN
Prices · period metrics · 12M
NAV as of 03/09/2026
02/04/2025 → 02/04/2026
Return 123.48% 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: 03/09/2026

Current price: $102.40

Expense ratio: N/A

Assets under management
N/A
-0.20% 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

22.06%

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

2.97%

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

63.27%

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

123.48%

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

213.32%

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

342.57%

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: 03/09/2025 - 03/09/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.34%

Best day

6.76%

26/05/2026
Worst day

-6.221%

05/06/2026
Days with data

252

Recent price history (last 90 days)

Date Open High Low Close Volume
03/09/2026 $102.61 $103.01 $100.34 $102.40 47,200
02/09/2026 $102.99 $104.85 $100.64 $104.46 48,800
01/09/2026 $103.51 $108.83 $102.02 $103.57 43,900
31/08/2026 $102.47 $103.15 $100.76 $102.06 25,800
28/08/2026 $102.67 $104.24 $102.02 $102.33 26,900
27/08/2026 $102.62 $104.04 $101.13 $102.52 30,400
26/08/2026 $99.62 $100.87 $99.62 $100.35 35,400
25/08/2026 $97.91 $99.49 $97.01 $98.85 28,300
24/08/2026 $97.47 $97.80 $96.05 $97.27 36,000
21/08/2026 $98.00 $98.13 $97.62 $97.62 8,800