JNL/Mellon World Index Fund A (LP40045471)
59.83
-0.17
(-0.28%)
USD |
Aug 24 2026
LP40045471 Max Drawdown (5Y): 26.24% for July 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 |
|---|---|
| July 31, 2026 | 26.24% |
| June 30, 2026 | 26.24% |
| May 31, 2026 | 26.24% |
| April 30, 2026 | 26.24% |
| March 31, 2026 | 26.24% |
| February 28, 2026 | 26.24% |
| January 31, 2026 | 26.24% |
| December 31, 2025 | 26.24% |
| November 30, 2025 | 26.24% |
| October 31, 2025 | 26.24% |
| September 30, 2025 | 26.24% |
| August 31, 2025 | 26.24% |
| July 31, 2025 | 26.24% |
| June 30, 2025 | 26.24% |
| May 31, 2025 | 26.24% |
| April 30, 2025 | 26.24% |
| March 31, 2025 | 26.79% |
| February 28, 2025 | 34.00% |
| January 31, 2025 | 34.00% |
| December 31, 2024 | 34.00% |
| November 30, 2024 | 34.00% |
| October 31, 2024 | 34.00% |
| September 30, 2024 | 34.00% |
| August 31, 2024 | 34.00% |
| July 31, 2024 | 34.00% |
| Date | Value |
|---|---|
| June 30, 2024 | 34.00% |
| May 31, 2024 | 34.00% |
| April 30, 2024 | 34.00% |
| March 31, 2024 | 34.00% |
| February 29, 2024 | 34.00% |
| January 31, 2024 | 34.00% |
| December 31, 2023 | 34.00% |
| November 30, 2023 | 34.00% |
| October 31, 2023 | 34.00% |
| September 30, 2023 | 34.00% |
| August 31, 2023 | 34.00% |
| July 31, 2023 | 34.00% |
| June 30, 2023 | 34.00% |
| May 31, 2023 | 34.00% |
| April 30, 2023 | 34.00% |
| March 31, 2023 | 34.00% |
| February 28, 2023 | 34.00% |
| January 31, 2023 | 34.00% |
| December 31, 2022 | 34.00% |
| November 30, 2022 | 34.00% |
| October 31, 2022 | 34.00% |
| September 30, 2022 | 34.00% |
| August 31, 2022 | 34.00% |
| July 31, 2022 | 34.00% |
| June 30, 2022 | 34.00% |
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
| Thrivent Global Stock Fund S | 26.98% |
| Northern World Selection Index Fund I | 27.86% |
| Victory Capital Growth Fund Fund | 23.42% |
| Victory World Equity Fund Fund | 27.98% |
| Franklin Global Equity Fund 1 | 24.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.859 |
| Beta (5Y) | 0.8645 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.5604 |
| Beta (vs YCharts Benchmark) (5Y) | 1.006 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.85% |
| Historical Sharpe Ratio (5Y) | 0.4492 |
| Historical Sortino (5Y) | 0.6805 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.71% |