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
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-13.33%
Ann. -30.77% (Sharpe / Sortino numerator)
Volatility
38.48%
Sharpe ratio
-0.894
VaR 95%
-4.54%
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%
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%
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%
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%
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%
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.
Average daily return
0.317%
Best day
6.76%
Worst day
-6.221%
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 |