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Commonwealth Japan Fund CNJFX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CNJFX | Replication |
|---|---|---|
| Annualized growth | 4.3% | 5.7% |
| Annualized volatility | 17.1% | 14.3% |
| Sharpe ratio | 0.33 | 0.46 |
| Maximum drawdown | 30.8% | 30.5% |
| Replication fit (R²) | 0.67 · Tracking error 9.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model CNJFX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VEA | Intl · Developed | 53.6% |
| VNQI | Alternatives · Intl Real Estate | 20.6% |
| VCLT | FI · Long Corp | 13.5% |
| EFG | Intl · Growth | 6.9% |
| XLK | Sector · Technology | 5.4% |