JNL/WMC Equity Income I (F00000Z28E)
16.41
+0.06 (+0.37%)
USD |
Aug 16 2022
F00000Z28E Max Drawdown (5Y): 35.07% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 35.07% |
| June 30, 2022 | 35.07% |
| May 31, 2022 | 35.07% |
| April 30, 2022 | 35.07% |
| March 31, 2022 | 35.07% |
| February 28, 2022 | 35.07% |
| January 31, 2022 | 35.07% |
| December 31, 2021 | 35.07% |
| November 30, 2021 | 35.07% |
| October 31, 2021 | 35.07% |
| September 30, 2021 | 35.07% |
| August 31, 2021 | 35.07% |
| July 31, 2021 | 35.07% |
| June 30, 2021 | 35.07% |
| May 31, 2021 | 35.07% |
| April 30, 2021 | 35.07% |
| March 31, 2021 | 35.07% |
| February 28, 2021 | 35.07% |
| January 31, 2021 | 35.07% |
| December 31, 2020 | 35.07% |
| November 30, 2020 | 35.07% |
| October 31, 2020 | 35.07% |
| September 30, 2020 | 35.07% |
| August 31, 2020 | 35.07% |
| July 31, 2020 | 35.07% |
| Date | Value |
|---|---|
| June 30, 2020 | 35.07% |
| May 31, 2020 | 35.07% |
| April 30, 2020 | 35.07% |
| March 31, 2020 | 35.07% |
| February 29, 2020 | 16.31% |
| January 31, 2020 | 16.31% |
| December 31, 2019 | 16.31% |
| November 30, 2019 | 16.31% |
| October 31, 2019 | 16.31% |
| September 30, 2019 | 16.31% |
| August 31, 2019 | 16.31% |
| July 31, 2019 | 16.31% |
| June 30, 2019 | 16.31% |
| May 31, 2019 | 16.31% |
| April 30, 2019 | 16.31% |
| March 31, 2019 | 16.31% |
| February 28, 2019 | 16.31% |
| January 31, 2019 | 16.31% |
| December 31, 2018 | 16.31% |
| November 30, 2018 | 12.78% |
| October 31, 2018 | 12.78% |
| September 30, 2018 | 12.78% |
| August 31, 2018 | 12.78% |
| July 31, 2018 | 12.78% |
| June 30, 2018 | 12.78% |
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
12.78%
Minimum
Aug 2017
35.07%
Maximum
Mar 2020
24.44%
Average
16.31%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Hartford Equity Income Y | 34.99% |
| Columbia Large Cap Value Inst | 38.49% |
| Columbia Dividend Opportunity Inst3 | 34.73% |
| Zacks Dividend Institutional | 35.24% |
| Integrity Dividend Harvest I | 31.64% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.3608 |
| Beta (5Y) | 0.8113 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.44% |
| Historical Sharpe Ratio (5Y) | 0.638 |
| Historical Sortino (5Y) | 0.6204 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.13% |