Ratings & Risk for Matthews Japan (MJFOX)

Morningstar Category: Japan Stock
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Average Below Average
    		13
    5-Year Below Average Below Average
    		11
    10-Year Below Average Below Average
    		9
    Overall Below Average Below Average
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 19.52 -0.92 -0.68
    5-Year 17.28 -0.20 -0.31
    10-Year 20.60 -0.26 -0.29
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 80.78 0.81 -5.77
    3-Year 77.55 0.72 -9.95
    5-Year 73.20 0.75 -8.39
    10-Year 40.97 0.73 -6.64

    MSCI EAFE NR USD

    Trailing data as of 10/31/2009