JNL/JPMorgan US Government & Quality Bond Fund A (LP40022158)
13.99
-0.01
(-0.07%)
USD |
Jun 08 2026
LP40022158 Max Drawdown (5Y): 17.23% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 17.23% |
| April 30, 2026 | 17.23% |
| March 31, 2026 | 17.23% |
| February 28, 2026 | 17.23% |
| January 31, 2026 | 17.23% |
| December 31, 2025 | 17.23% |
| November 30, 2025 | 17.23% |
| October 31, 2025 | 17.23% |
| September 30, 2025 | 17.23% |
| August 31, 2025 | 17.23% |
| July 31, 2025 | 17.23% |
| June 30, 2025 | 17.23% |
| May 31, 2025 | 17.23% |
| April 30, 2025 | 17.23% |
| March 31, 2025 | 17.23% |
| February 28, 2025 | 17.23% |
| January 31, 2025 | 17.23% |
| December 31, 2024 | 17.23% |
| November 30, 2024 | 17.23% |
| October 31, 2024 | 17.23% |
| September 30, 2024 | 17.23% |
| August 31, 2024 | 17.23% |
| July 31, 2024 | 17.23% |
| June 30, 2024 | 17.23% |
| May 31, 2024 | 17.23% |
| Date | Value |
|---|---|
| April 30, 2024 | 17.23% |
| March 31, 2024 | 17.23% |
| February 29, 2024 | 17.23% |
| January 31, 2024 | 17.23% |
| December 31, 2023 | 17.23% |
| November 30, 2023 | 17.23% |
| October 31, 2023 | 17.23% |
| September 30, 2023 | 16.82% |
| August 31, 2023 | 16.82% |
| July 31, 2023 | 16.82% |
| June 30, 2023 | 16.82% |
| May 31, 2023 | 16.82% |
| April 30, 2023 | 16.82% |
| March 31, 2023 | 16.82% |
| February 28, 2023 | 16.82% |
| January 31, 2023 | 16.82% |
| December 31, 2022 | 16.82% |
| November 30, 2022 | 16.82% |
| October 31, 2022 | 16.82% |
| September 30, 2022 | 15.44% |
| August 31, 2022 | 13.32% |
| July 31, 2022 | 13.32% |
| June 30, 2022 | 13.32% |
| May 31, 2022 | 11.26% |
| April 30, 2022 | 10.36% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| JPMorgan Government Bond Fund I | 17.41% |
| Fidelity Government Income Fund | 19.41% |
| Thrivent Government Bond Fund S | 16.86% |
| Columbia US Treasury Index Fund A | 19.55% |
| Northern US Government Fund | 12.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.6972 |
| Beta (5Y) | 0.8779 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.2146 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9951 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.44% |
| Historical Sharpe Ratio (5Y) | -0.669 |
| Historical Sortino (5Y) | -1.046 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.65% |