JNL/T Rowe Price Value Fund A (LP40053905)
38.55
+0.18
(+0.47%)
USD |
Aug 24 2026
LP40053905 Max Drawdown (5Y): 20.45% 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 | 20.45% |
| June 30, 2026 | 20.45% |
| May 31, 2026 | 20.45% |
| April 30, 2026 | 20.45% |
| March 31, 2026 | 20.45% |
| February 28, 2026 | 20.45% |
| January 31, 2026 | 20.45% |
| December 31, 2025 | 20.45% |
| November 30, 2025 | 20.45% |
| October 31, 2025 | 20.45% |
| September 30, 2025 | 20.45% |
| August 31, 2025 | 20.45% |
| July 31, 2025 | 20.45% |
| June 30, 2025 | 20.45% |
| May 31, 2025 | 20.45% |
| April 30, 2025 | 24.51% |
| March 31, 2025 | 31.77% |
| February 28, 2025 | 38.69% |
| January 31, 2025 | 38.69% |
| December 31, 2024 | 38.69% |
| November 30, 2024 | 38.69% |
| October 31, 2024 | 38.69% |
| September 30, 2024 | 38.69% |
| August 31, 2024 | 38.69% |
| July 31, 2024 | 38.69% |
| Date | Value |
|---|---|
| June 30, 2024 | 38.69% |
| May 31, 2024 | 38.69% |
| April 30, 2024 | 38.69% |
| March 31, 2024 | 38.69% |
| February 29, 2024 | 38.69% |
| January 31, 2024 | 38.69% |
| December 31, 2023 | 38.69% |
| November 30, 2023 | 38.69% |
| October 31, 2023 | 38.69% |
| September 30, 2023 | 38.69% |
| August 31, 2023 | 38.69% |
| July 31, 2023 | 38.69% |
| June 30, 2023 | 38.69% |
| May 31, 2023 | 38.69% |
| April 30, 2023 | 38.69% |
| March 31, 2023 | 38.69% |
| February 28, 2023 | 38.69% |
| January 31, 2023 | 38.69% |
| December 31, 2022 | 38.69% |
| November 30, 2022 | 38.69% |
| October 31, 2022 | 38.69% |
| September 30, 2022 | 38.69% |
| August 31, 2022 | 38.69% |
| July 31, 2022 | 38.69% |
| June 30, 2022 | 38.69% |
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
| Fidelity Equity-Income Fund | 17.21% |
| 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% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.6169 |
| Beta (5Y) | 0.7540 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.193 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9197 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.63% |
| Historical Sharpe Ratio (5Y) | 0.5008 |
| Historical Sortino (5Y) | 0.7741 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.78% |