JNL Multi-Manager Small Cap Growth A (FVUSA0024E)
33.22
-0.30 (-0.90%)
USD |
Jul 06 2022
FVUSA0024E Max Drawdown (5Y): 44.22% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2022 | 44.22% |
May 31, 2022 | 42.80% |
April 30, 2022 | 37.60% |
March 31, 2022 | 37.60% |
February 28, 2022 | 37.60% |
January 31, 2022 | 37.60% |
December 31, 2021 | 37.60% |
November 30, 2021 | 37.60% |
October 31, 2021 | 37.60% |
September 30, 2021 | 37.60% |
August 31, 2021 | 37.60% |
July 31, 2021 | 37.60% |
June 30, 2021 | 37.60% |
May 31, 2021 | 37.60% |
April 30, 2021 | 37.60% |
March 31, 2021 | 37.60% |
February 28, 2021 | 37.60% |
January 31, 2021 | 37.60% |
December 31, 2020 | 37.60% |
November 30, 2020 | 37.60% |
October 31, 2020 | 37.60% |
September 30, 2020 | 37.60% |
August 31, 2020 | 37.60% |
July 31, 2020 | 37.60% |
June 30, 2020 | 37.60% |
Date | Value |
---|---|
May 31, 2020 | 37.60% |
April 30, 2020 | 37.60% |
March 31, 2020 | 37.60% |
February 29, 2020 | 32.67% |
January 31, 2020 | 32.67% |
December 31, 2019 | 32.67% |
November 30, 2019 | 32.67% |
October 31, 2019 | 32.67% |
September 30, 2019 | 32.67% |
August 31, 2019 | 32.67% |
July 31, 2019 | 32.67% |
June 30, 2019 | 32.67% |
May 31, 2019 | 32.67% |
April 30, 2019 | 32.67% |
March 31, 2019 | 32.67% |
February 28, 2019 | 32.67% |
January 31, 2019 | 32.67% |
December 31, 2018 | 32.67% |
November 30, 2018 | 32.67% |
October 31, 2018 | 32.67% |
September 30, 2018 | 32.67% |
August 31, 2018 | 32.67% |
July 31, 2018 | 32.67% |
June 30, 2018 | 32.67% |
May 31, 2018 | 32.67% |
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
32.67%
Minimum
Jul 2017
44.22%
Maximum
Jun 2022
35.17%
Average
32.67%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
T. Rowe Price QM US Small-Cap Gr Eq | 37.61% |
JNL/Invesco Small Cap Growth A | 46.80% |
Fidelity® Small Cap Growth | 39.06% |
Virtus KAR Small-Cap Growth I | 37.69% |
T. Rowe Price Small-Cap Stock | 37.71% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.106 |
Beta (5Y) | 1.129 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.77% |
Historical Sharpe Ratio (5Y) | 0.3997 |
Historical Sortino (5Y) | 0.491 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.14% |