JNL/Newton Equity Income A (F00000NBBV)
24.54
+0.05 (+0.20%)
USD |
Aug 08 2022
F00000NBBV Max Drawdown (5Y): 43.13% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 43.13% |
| June 30, 2022 | 43.13% |
| May 31, 2022 | 43.13% |
| April 30, 2022 | 43.13% |
| March 31, 2022 | 43.13% |
| February 28, 2022 | 43.13% |
| January 31, 2022 | 43.13% |
| December 31, 2021 | 43.13% |
| November 30, 2021 | 43.13% |
| October 31, 2021 | 43.13% |
| September 30, 2021 | 43.13% |
| August 31, 2021 | 43.13% |
| July 31, 2021 | 43.13% |
| June 30, 2021 | 43.13% |
| May 31, 2021 | 43.13% |
| April 30, 2021 | 43.13% |
| March 31, 2021 | 43.13% |
| February 28, 2021 | 43.13% |
| January 31, 2021 | 43.13% |
| December 31, 2020 | 43.13% |
| November 30, 2020 | 43.13% |
| October 31, 2020 | 43.13% |
| September 30, 2020 | 43.13% |
| August 31, 2020 | 43.13% |
| July 31, 2020 | 43.13% |
| Date | Value |
|---|---|
| June 30, 2020 | 43.13% |
| May 31, 2020 | 43.13% |
| April 30, 2020 | 43.13% |
| March 31, 2020 | 43.13% |
| February 29, 2020 | 20.76% |
| January 31, 2020 | 20.76% |
| December 31, 2019 | 20.76% |
| November 30, 2019 | 20.76% |
| October 31, 2019 | 20.76% |
| September 30, 2019 | 20.76% |
| August 31, 2019 | 20.76% |
| July 31, 2019 | 20.76% |
| June 30, 2019 | 20.76% |
| May 31, 2019 | 20.76% |
| April 30, 2019 | 20.76% |
| March 31, 2019 | 20.76% |
| February 28, 2019 | 20.76% |
| January 31, 2019 | 20.76% |
| December 31, 2018 | 20.76% |
| November 30, 2018 | 17.69% |
| October 31, 2018 | 17.69% |
| September 30, 2018 | 17.69% |
| August 31, 2018 | 17.69% |
| July 31, 2018 | 17.69% |
| June 30, 2018 | 17.69% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
17.69%
Minimum
Aug 2017
43.13%
Maximum
Mar 2020
30.75%
Average
20.76%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| PACE Large Co Value Equity P | 42.18% |
| Nationwide BNY Mellon Discplnd Val Egl | 43.33% |
| Hartford Equity Income F | 34.99% |
| Fidelity® Large Cap Value Enhanced Index | 36.88% |
| Lord Abbett Affiliated F | 39.56% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.756 |
| Beta (5Y) | 1.022 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.87% |
| Historical Sharpe Ratio (5Y) | 0.5947 |
| Historical Sortino (5Y) | 0.5772 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.56% |