JNL/JPMorgan US Government & Quality Bond Fund A (LP40022158)
14.05
+0.03
(+0.21%)
USD |
Dec 24 2025
LP40022158 Max Drawdown (5Y): 17.23% for Nov. 30, 2025
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Maximum
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Median
Max Drawdown (5Y) Benchmarks
| JPMorgan Government Bond Fund I | 17.41% |
| Thrivent Government Bond Fund S | 16.86% |
| Fidelity Government Income Fund | 19.41% |
| Columbia US Treasury Index Fund A | 19.55% |
| Northern US Government Fund | 12.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.6448 |
| Beta (5Y) | 0.8747 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.3968 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9858 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.43% |
| Historical Sharpe Ratio (5Y) | -0.6766 |
| Historical Sortino (5Y) | -1.066 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.65% |