JNL Multi-Manager Small Cap Value Fund A (LP40100177)
23.37
+0.02
(+0.09%)
USD |
Apr 16 2026
LP40100177 Max Drawdown (5Y): 24.07% for March 31, 2026
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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Median
Max Drawdown (5Y) Benchmarks
| VALIC Company Small Cap Index Fund | 32.05% |
| Fidelity Small Cap Stock Fund | 29.88% |
| Paradigm Value Fund | 30.70% |
| Longleaf Partners Small-Cap Fund | 28.37% |
| JNL/RAFI Fundamental US Small Cap Fund A | 24.62% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.454 |
| Beta (5Y) | 0.9312 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.307 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8314 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.32% |
| Historical Sharpe Ratio (5Y) | 0.0987 |
| Historical Sortino (5Y) | 0.1757 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.35% |