JNL/PPM America High Yield Bond Fund I (LP40104056)
21.72
-0.01
(-0.05%)
USD |
Oct 05 2026
LP40104056 Max Drawdown (5Y): 14.83% for Sept. 30, 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 |
|---|---|
| September 30, 2026 | 14.83% |
| August 31, 2026 | 14.83% |
| July 31, 2026 | 14.83% |
| June 30, 2026 | 14.83% |
| May 31, 2026 | 14.83% |
| April 30, 2026 | 14.83% |
| March 31, 2026 | 14.83% |
| February 28, 2026 | 14.83% |
| January 31, 2026 | 14.83% |
| December 31, 2025 | 14.83% |
| November 30, 2025 | 14.83% |
| October 31, 2025 | 14.83% |
| September 30, 2025 | 14.83% |
| August 31, 2025 | 14.83% |
| July 31, 2025 | 14.83% |
| June 30, 2025 | 14.83% |
| May 31, 2025 | 14.83% |
| April 30, 2025 | 14.83% |
| March 31, 2025 | 16.73% |
| February 28, 2025 | 22.97% |
| January 31, 2025 | 22.97% |
| December 31, 2024 | 22.97% |
| November 30, 2024 | 22.97% |
| October 31, 2024 | 22.97% |
| September 30, 2024 | 22.97% |
| Date | Value |
|---|---|
| August 31, 2024 | 22.97% |
| July 31, 2024 | 22.97% |
| June 30, 2024 | 22.97% |
| May 31, 2024 | 22.97% |
| April 30, 2024 | 22.97% |
| March 31, 2024 | 22.97% |
| February 29, 2024 | 22.97% |
| January 31, 2024 | 22.97% |
| December 31, 2023 | 22.97% |
| November 30, 2023 | 22.97% |
| October 31, 2023 | 22.97% |
| September 30, 2023 | 22.97% |
| August 31, 2023 | 22.97% |
| July 31, 2023 | 22.97% |
| June 30, 2023 | 22.97% |
| May 31, 2023 | 22.97% |
| April 30, 2023 | 22.97% |
| March 31, 2023 | 22.97% |
| February 28, 2023 | 22.97% |
| January 31, 2023 | 22.97% |
| December 31, 2022 | 22.97% |
| November 30, 2022 | 22.97% |
| October 31, 2022 | 22.97% |
| September 30, 2022 | 22.97% |
| August 31, 2022 | 22.97% |
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
| Victory Pioneer High Yield Fund Y | 13.38% |
| American Century High Income Fund Y | 15.05% |
| Hotchkis & Wiley High Yield Fund I | 13.86% |
| MML Barings High Yield Fund I | 14.64% |
| Invesco High Yield Fund Y | 13.91% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.276 |
| Beta (5Y) | 0.7589 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.0924 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9712 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.29% |
| Historical Sharpe Ratio (5Y) | -0.0132 |
| Historical Sortino (5Y) | -0.017 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.95% |