JNL/Mellon Energy Sector I (FVUSA04AXV)
35.27
+0.56 (+1.61%)
USD |
Oct 06 2022
FVUSA04AXV Max Drawdown (5Y): 69.52% for Sept. 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2022 | 69.52% |
| August 31, 2022 | 69.52% |
| July 31, 2022 | 69.52% |
| June 30, 2022 | 69.52% |
| May 31, 2022 | 69.52% |
| April 30, 2022 | 69.52% |
| March 31, 2022 | 69.52% |
| February 28, 2022 | 69.52% |
| January 31, 2022 | 69.52% |
| December 31, 2021 | 69.52% |
| November 30, 2021 | 69.52% |
| October 31, 2021 | 69.52% |
| September 30, 2021 | 69.52% |
| August 31, 2021 | 69.52% |
| July 31, 2021 | 69.52% |
| June 30, 2021 | 69.52% |
| May 31, 2021 | 69.52% |
| April 30, 2021 | 69.52% |
| March 31, 2021 | 69.52% |
| February 28, 2021 | 69.52% |
| January 31, 2021 | 69.52% |
| December 31, 2020 | 69.52% |
| November 30, 2020 | 69.52% |
| October 31, 2020 | 69.52% |
| September 30, 2020 | 69.52% |
| Date | Value |
|---|---|
| August 31, 2020 | 69.52% |
| July 31, 2020 | 69.52% |
| June 30, 2020 | 69.52% |
| May 31, 2020 | 69.52% |
| April 30, 2020 | 69.52% |
| March 31, 2020 | 69.52% |
| February 29, 2020 | 48.42% |
| January 31, 2020 | 48.42% |
| December 31, 2019 | 48.42% |
| November 30, 2019 | 48.42% |
| October 31, 2019 | 48.42% |
| September 30, 2019 | 48.42% |
| August 31, 2019 | 48.42% |
| July 31, 2019 | 48.42% |
| June 30, 2019 | 48.42% |
| May 31, 2019 | 48.42% |
| April 30, 2019 | 48.42% |
| March 31, 2019 | 48.42% |
| February 28, 2019 | 48.42% |
| January 31, 2019 | 48.42% |
| December 31, 2018 | 48.42% |
| November 30, 2018 | 48.42% |
| October 31, 2018 | 48.42% |
| September 30, 2018 | 48.42% |
| August 31, 2018 | 48.42% |
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
48.42%
Minimum
Oct 2017
69.52%
Maximum
Mar 2020
59.32%
Average
69.52%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Vanguard Energy Index Admiral | 69.49% |
| Invesco Energy Y | 76.21% |
| Cavanal Hill World Energy Institutional | 57.44% |
| Vanguard Energy Adm | 61.12% |
| BlackRock Energy Opportunities Instl | 65.62% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.261 |
| Beta (5Y) | 1.476 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.63% |
| Historical Sharpe Ratio (5Y) | 0.3014 |
| Historical Sortino (5Y) | 0.3855 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.87% |