JNL/T. Rowe Price Mid-Cap Growth A (FVUSA000OG)
62.70
+0.60 (+0.97%)
USD |
Mar 20 2023
FVUSA000OG Max Drawdown (5Y): 36.15% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 36.15% |
| January 31, 2023 | 36.15% |
| December 31, 2022 | 36.15% |
| November 30, 2022 | 36.15% |
| October 31, 2022 | 36.15% |
| September 30, 2022 | 36.15% |
| August 31, 2022 | 36.15% |
| July 31, 2022 | 36.15% |
| June 30, 2022 | 36.15% |
| May 31, 2022 | 36.15% |
| April 30, 2022 | 36.15% |
| March 31, 2022 | 36.15% |
| February 28, 2022 | 36.15% |
| January 31, 2022 | 36.15% |
| December 31, 2021 | 36.15% |
| November 30, 2021 | 36.15% |
| October 31, 2021 | 36.15% |
| September 30, 2021 | 36.15% |
| August 31, 2021 | 36.15% |
| July 31, 2021 | 36.15% |
| June 30, 2021 | 36.15% |
| May 31, 2021 | 36.15% |
| April 30, 2021 | 36.15% |
| March 31, 2021 | 36.15% |
| February 28, 2021 | 36.15% |
| Date | Value |
|---|---|
| January 31, 2021 | 36.15% |
| December 31, 2020 | 36.15% |
| November 30, 2020 | 36.15% |
| October 31, 2020 | 36.15% |
| September 30, 2020 | 36.15% |
| August 31, 2020 | 36.15% |
| July 31, 2020 | 36.15% |
| June 30, 2020 | 36.15% |
| May 31, 2020 | 36.15% |
| April 30, 2020 | 36.15% |
| March 31, 2020 | 36.15% |
| February 29, 2020 | 19.13% |
| January 31, 2020 | 19.13% |
| December 31, 2019 | 19.13% |
| November 30, 2019 | 19.13% |
| October 31, 2019 | 19.13% |
| September 30, 2019 | 19.13% |
| August 31, 2019 | 19.13% |
| July 31, 2019 | 19.13% |
| June 30, 2019 | 19.13% |
| May 31, 2019 | 19.13% |
| April 30, 2019 | 19.13% |
| March 31, 2019 | 19.13% |
| February 28, 2019 | 19.13% |
| January 31, 2019 | 19.13% |
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
17.41%
Minimum
Mar 2018
36.15%
Maximum
Mar 2020
29.08%
Average
36.15%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| T. Rowe Price Mid-Cap Growth | 35.96% |
| JNL/JPMorgan MidCap Growth A | 37.08% |
| T. Rowe Price Diversified Mid Cap Gr | 35.91% |
| MassMutual Mid Cap Growth I | 36.83% |
| T. Rowe Price Instl Mid-Cap Equity Gr | 37.16% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.687 |
| Beta (5Y) | 1.023 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.235 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9303 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.43% |
| Historical Sharpe Ratio (5Y) | 0.3818 |
| Historical Sortino (5Y) | 0.4425 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.49% |