JNL/PPM America High Yield Bond Fund A (LP40034659)
16.91
-0.03
(-0.18%)
USD |
Mar 04 2025
LP40034659 Max Drawdown (5Y): 22.95% for Feb. 28, 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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Average
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Median
Max Drawdown (5Y) Benchmarks
| Fidelity High Income Fund | 22.35% |
| SEI Inst Inv High Yield Bond Fund A | 21.76% |
| Fidelity Capital & Income Fund | 28.35% |
| Northern High Yield Fixed Income Fund | 24.59% |
| Victory High Income Fund Fund | 24.54% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.583 |
| Beta (5Y) | 0.8553 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.4021 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9908 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.03% |
| Historical Sharpe Ratio (5Y) | 0.2784 |
| Historical Sortino (5Y) | 0.3919 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.90% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:LP40034659", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:LP40034659", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |