Performance analysis of JOF (Japan Smaller Capitalization Fund)
Annual Return
Over the past 3 years, JOF has had an average annual return of +23.64%, outperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, JOF has had an average annual return of +9.99%, underperforming the benchmark SPY, which returned +13.88% annual.
Over the past 10 years, JOF has had an average annual return of +10.08%, underperforming the benchmark SPY, which returned +15.45% annual.
Since Nov 1, 1999, JOF has had an average annual return of +4.18%, underperforming the benchmark SPY, which returned +8.56% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +9.40% | +52.05% | +5.22% | +21.40% | -17.07% | -6.21% | +4.78% | +16.69% | -15.37% | +40.82% | +4.33% | +24.02% |
| 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 |
| -0.74% | +30.23% | +1.46% | -19.55% | +23.66% | +1.57% | -22.34% | -26.08% | -4.71% | +25.95% | +11.01% | +78.67% |
| 2002 | 2001 | 2000 | 1999 | ||||||||
| +8.74% | -1.04% | -45.40% | -10.46% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +4.24% | +8.72% | -11.16% | +4.69% | +5.03% | -1.18% | +9.40% | ||||||
| 2025 | +0.13% | +2.99% | +6.07% | +6.44% | +5.38% | +2.44% | +1.35% | +11.58% | -0.78% | -0.85% | +4.74% | +3.82% | +52.05% |
| 2024 | -0.14% | +3.17% | +2.04% | -4.88% | +2.76% | -2.82% | +6.33% | -0.37% | +2.99% | -7.62% | +2.75% | +1.74% | +5.22% |
| 2023 | +6.95% | -2.31% | +2.07% | +0.72% | +2.15% | +1.27% | +3.47% | -0.80% | -3.79% | -3.38% | +5.82% | +8.21% | +21.40% |
| 2022 | -3.05% | +0% | -6.16% | -6.29% | -3.13% | -2.77% | +4.43% | -4.25% | -7.28% | -2.90% | +13.89% | +0.72% | -17.07% |
| 2021 | -3.87% | +3.45% | +3.45% | -2.15% | +0.55% | -1.42% | -1.77% | +3.38% | -1.20% | -2.65% | -9.08% | +5.85% | -6.21% |
| 2020 | -5.36% | -5.19% | -12.21% | +1.56% | +8.66% | +0.51% | -1.92% | +6% | +6.64% | -4.85% | +12.12% | +1.38% | +4.78% |
| 2019 | +5.77% | +1.36% | -1.68% | -0.79% | -4.83% | +2.65% | +1.06% | -4.65% | +7.08% | +2.40% | +3.56% | +4.40% | +16.69% |
| 2018 | +4.74% | +0.89% | -1.52% | -0% | -0.57% | -4.58% | -1.20% | -5.56% | +1.74% | -8.31% | +3.84% | -5.17% | -15.37% |
| 2017 | +4.59% | +4.23% | +2.26% | +0.92% | +4.66% | +0.26% | +4.44% | +2.92% | +1.70% | +2.71% | +6.36% | -0.13% | +40.82% |
Drawdown analysis of JOF (Japan Smaller Capitalization Fund)
The maximum drawdown for the JOF was -65.74%, occurring on Nov 20, 2008. Recovery took 2191 trading sessions.
The current JOF drawdown is -6.27%.
Since Nov 1, 1999 JOF has experienced the following drawdowns:
- 50% or more: 2 times
- 40% or more: 3 times
- 30% or more: 4 times
- 20% or more: 4 times
- 10% or more: 5 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -65.74% | Sep 29, 2005 | 792 | Nov 20, 2008 | 2191 | Aug 7, 2017 | 2983 |
| -58.12% | Nov 5, 1999 | 469 | Sep 21, 2001 | 625 | Mar 17, 2004 | 1094 |
| -42.13% | Jan 17, 2018 | 545 | Mar 18, 2020 | 1252 | Mar 12, 2025 | 1797 |
| -30.51% | Apr 12, 2004 | 256 | Apr 18, 2005 | 102 | Sep 12, 2005 | 358 |
| -17.23% | Feb 23, 2026 | 19 | Mar 20, 2026 | Ongoing | Ongoing | Ongoing |
| -9.79% | Mar 27, 2025 | 8 | Apr 8, 2025 | 9 | Apr 22, 2025 | 17 |
| -8.29% | Sep 17, 2025 | 17 | Oct 10, 2025 | 34 | Nov 28, 2025 | 51 |
| -6.41% | Apr 5, 2004 | 2 | Apr 7, 2004 | 2 | Apr 12, 2004 | 4 |
| -5.05% | Nov 8, 2017 | 5 | Nov 15, 2017 | 7 | Nov 27, 2017 | 12 |
| -4.09% | Dec 20, 2017 | 4 | Dec 27, 2017 | 5 | Jan 4, 2018 | 9 |
| -4.04% | Sep 20, 2005 | 3 | Sep 23, 2005 | 2 | Sep 27, 2005 | 5 |
| -3.92% | Nov 28, 2017 | 5 | Dec 5, 2017 | 9 | Dec 18, 2017 | 14 |
| -3.47% | Aug 7, 2017 | 8 | Aug 17, 2017 | 15 | Sep 8, 2017 | 23 |
| -3.05% | Sep 16, 2005 | 1 | Sep 19, 2005 | 1 | Sep 20, 2005 | 2 |
| -3.01% | Jul 23, 2025 | 6 | Jul 31, 2025 | 4 | Aug 6, 2025 | 10 |
| -2.76% | May 1, 2025 | 2 | May 5, 2025 | 5 | May 12, 2025 | 7 |
| -2.68% | Jun 12, 2025 | 7 | Jun 24, 2025 | 3 | Jun 27, 2025 | 10 |
| -2.57% | Jan 27, 2026 | 4 | Feb 2, 2026 | 5 | Feb 9, 2026 | 9 |
| -2.36% | Jul 2, 2025 | 2 | Jul 7, 2025 | 10 | Jul 21, 2025 | 12 |
| -2.35% | Nov 1, 1999 | 2 | Nov 3, 1999 | 2 | Nov 5, 1999 | 4 |
| -2.11% | Mar 31, 2004 | 1 | Apr 1, 2004 | 1 | Apr 2, 2004 | 2 |
| -1.95% | Nov 28, 2025 | 9 | Dec 11, 2025 | 2 | Dec 15, 2025 | 11 |
| -1.94% | Mar 17, 2004 | 3 | Mar 22, 2004 | 1 | Mar 23, 2004 | 4 |
| -1.87% | Feb 13, 2026 | 1 | Feb 17, 2026 | 3 | Feb 20, 2026 | 4 |
| -1.86% | Dec 15, 2025 | 2 | Dec 17, 2025 | 1 | Dec 18, 2025 | 3 |