JNL/MFS Mid Cap Value Fund I (LP40104039)
24.52
-0.32
(-1.29%)
USD |
Jun 10 2026
LP40104039 Max Drawdown (5Y): 21.13% for May 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 |
|---|---|
| May 31, 2026 | 21.13% |
| April 30, 2026 | 21.13% |
| March 31, 2026 | 21.13% |
| February 28, 2026 | 21.13% |
| January 31, 2026 | 21.13% |
| December 31, 2025 | 21.13% |
| November 30, 2025 | 21.13% |
| October 31, 2025 | 21.13% |
| September 30, 2025 | 21.13% |
| August 31, 2025 | 21.13% |
| July 31, 2025 | 21.13% |
| June 30, 2025 | 21.13% |
| May 31, 2025 | 21.45% |
| April 30, 2025 | 29.14% |
| March 31, 2025 | 36.76% |
| 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% |
| June 30, 2024 | 43.27% |
| May 31, 2024 | 43.27% |
| Date | Value |
|---|---|
| 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% |
| May 31, 2022 | 43.27% |
| April 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
| MFS Mid Cap Value Fund I | 20.94% |
| Voya Multi-Manager Mid Cap Value Fund I | 22.03% |
| American Century Mid Cap Value Fund Y | 17.34% |
| Fidelity Advisor Value Fund I | 24.29% |
| Victory RS Value Fund Y | 17.86% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.922 |
| Beta (5Y) | 0.8713 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.1558 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9035 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.29% |
| Historical Sharpe Ratio (5Y) | 0.2834 |
| Historical Sortino (5Y) | 0.4601 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.09% |