JNL/MFS Mid Cap Value Fund A (LP40100178)
25.96
+0.01
(+0.04%)
USD |
Aug 24 2026
LP40100178 Max Drawdown (5Y): 21.21% 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 | 21.21% |
| June 30, 2026 | 21.21% |
| May 31, 2026 | 21.21% |
| April 30, 2026 | 21.21% |
| March 31, 2026 | 21.21% |
| February 28, 2026 | 21.21% |
| January 31, 2026 | 21.21% |
| December 31, 2025 | 21.21% |
| November 30, 2025 | 21.21% |
| October 31, 2025 | 21.21% |
| September 30, 2025 | 21.21% |
| August 31, 2025 | 21.21% |
| July 31, 2025 | 21.21% |
| June 30, 2025 | 21.21% |
| May 31, 2025 | 21.52% |
| April 30, 2025 | 29.22% |
| March 31, 2025 | 36.77% |
| February 28, 2025 | 43.27% |
| January 31, 2025 | 43.27% |
| December 31, 2024 | 43.27% |
| November 30, 2024 | 43.27% |
| October 31, 2024 | 43.27% |
| September 30, 2024 | 43.27% |
| August 31, 2024 | 43.27% |
| July 31, 2024 | 43.27% |
| Date | Value |
|---|---|
| June 30, 2024 | 43.27% |
| May 31, 2024 | 43.27% |
| April 30, 2024 | 43.27% |
| March 31, 2024 | 43.27% |
| February 29, 2024 | 43.27% |
| January 31, 2024 | 43.27% |
| December 31, 2023 | 43.27% |
| November 30, 2023 | 43.27% |
| October 31, 2023 | 43.27% |
| September 30, 2023 | 43.27% |
| August 31, 2023 | 43.27% |
| July 31, 2023 | 43.27% |
| June 30, 2023 | 43.27% |
| May 31, 2023 | 43.27% |
| April 30, 2023 | 43.27% |
| March 31, 2023 | 43.27% |
| February 28, 2023 | 43.27% |
| January 31, 2023 | 43.27% |
| December 31, 2022 | 43.27% |
| November 30, 2022 | 43.27% |
| October 31, 2022 | 43.27% |
| September 30, 2022 | 43.27% |
| August 31, 2022 | 43.27% |
| July 31, 2022 | 43.27% |
| June 30, 2022 | 43.27% |
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 Mid Cap Value Fund | 23.82% |
| MFS Mid Cap Value Fund A | 20.99% |
| Fidelity Value Fund | 24.24% |
| Longleaf Partners Fund | 32.12% |
| JPMorgan Mid Cap Value Fund I | 18.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.316 |
| Beta (5Y) | 0.8620 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.516 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9036 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.33% |
| Historical Sharpe Ratio (5Y) | 0.3664 |
| Historical Sortino (5Y) | 0.5878 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.13% |