Decile Performance for the Japanese Model
Using Our Entire Universe of Japanese Stocks

Jan 1995 thru Sep 2016

Performance is measured by sorting expected returns from lowest to highest. The population includes: a) Before Apr, 2004: roughly the largest 450 Japanese stocks plus additional stocks that were in the MXJP index plus stocks that are requested by individual clients; b) After Apr, 2004: the top 1,600 companies by market capitalization. Then we divide the list into 10 groupings, or deciles. So, assuming, in a given month, there are 1,600 companies in the universe, decile 1 (lowest expected return) would have 160 stocks.

The Average Annual Returns (%) chart showing Series 1 series.

Click here for: Monthly Data Quarterly Data Annual Data