JNL/MFS Mid Cap Value Fund I (LP40104039)

23.36 +0.29 (+1.26%) USD  |  Jan 08 2026
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LP40104039 Max Drawdown (5Y): 21.13% for Dec. 31, 2025

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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MFS Mid Cap Value Fund I 20.94%
Voya Multi-Manager Mid Cap Value Fund I 22.03%
Hartford MidCap Value Fund I 21.82%
Victory RS Value Fund Y 17.86%
Fidelity Advisor Mid Cap Value Fund I 23.86%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.238
Beta (5Y) 0.9231
Alpha (vs YCharts Benchmark) (5Y) 2.122
Beta (vs YCharts Benchmark) (5Y) 0.9137
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 15.14%
Historical Sharpe Ratio (5Y) 0.4693
Historical Sortino (5Y) 0.7609
Monthly Value at Risk (VaR) 5% (5Y Lookback) 6.67%