JNL/T Rowe Price Value Fund A (LP40053905)
32.96
+0.18
(+0.55%)
USD |
Jan 15 2026
LP40053905 Max Drawdown (5Y): 20.45% for Dec. 31, 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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Fidelity Large Cap Value Index Fund | 19.01% |
| Fidelity Value Discovery Fund | 16.20% |
| JNL/Mellon Dow Index Fund A | 21.13% |
| Homestead Value Fund | 19.29% |
| JNL/RAFI Multi-Factor US Equity Fund A | 19.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.553 |
| Beta (5Y) | 0.7914 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.1313 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9187 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.45% |
| Historical Sharpe Ratio (5Y) | 0.5873 |
| Historical Sortino (5Y) | 0.896 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.74% |