JNL/Fidelity Institutional AM Total Bond Fund I (LP40104057)
13.17
+0.04
(+0.30%)
USD |
Oct 06 2026
LP40104057 Max Drawdown (5Y): 18.13% 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 | 18.13% |
| August 31, 2026 | 18.13% |
| July 31, 2026 | 18.13% |
| June 30, 2026 | 18.13% |
| May 31, 2026 | 18.13% |
| April 30, 2026 | 18.13% |
| March 31, 2026 | 18.13% |
| February 28, 2026 | 18.13% |
| January 31, 2026 | 18.13% |
| December 31, 2025 | 18.13% |
| November 30, 2025 | 18.13% |
| October 31, 2025 | 18.13% |
| September 30, 2025 | 18.13% |
| August 31, 2025 | 18.13% |
| July 31, 2025 | 18.13% |
| June 30, 2025 | 18.13% |
| May 31, 2025 | 18.13% |
| April 30, 2025 | 18.13% |
| March 31, 2025 | 18.13% |
| February 28, 2025 | 18.13% |
| January 31, 2025 | 18.13% |
| December 31, 2024 | 18.13% |
| November 30, 2024 | 18.13% |
| October 31, 2024 | 18.13% |
| September 30, 2024 | 18.13% |
| Date | Value |
|---|---|
| August 31, 2024 | 18.13% |
| July 31, 2024 | 18.13% |
| June 30, 2024 | 18.13% |
| May 31, 2024 | 18.13% |
| April 30, 2024 | 18.13% |
| March 31, 2024 | 18.13% |
| February 29, 2024 | 18.13% |
| January 31, 2024 | 18.13% |
| December 31, 2023 | 18.13% |
| November 30, 2023 | 18.13% |
| October 31, 2023 | 18.13% |
| September 30, 2023 | 18.13% |
| August 31, 2023 | 18.13% |
| July 31, 2023 | 18.13% |
| June 30, 2023 | 18.13% |
| May 31, 2023 | 18.13% |
| April 30, 2023 | 18.13% |
| March 31, 2023 | 18.13% |
| February 28, 2023 | 18.13% |
| January 31, 2023 | 18.13% |
| December 31, 2022 | 18.13% |
| November 30, 2022 | 18.13% |
| October 31, 2022 | 18.13% |
| September 30, 2022 | 16.49% |
| August 31, 2022 | 13.96% |
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
| Aristotle Core Income Fund I | 16.99% |
| Fidelity Advisor Total Bond Fund I | 17.63% |
| Hartford Total Return Bond Fund I | 19.28% |
| Virtus Newfleet Core Plus Bond Fund I | 16.06% |
| Nuveen Core Bond Fund I | 18.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.6504 |
| Beta (5Y) | 1.030 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.6504 |
| Beta (vs YCharts Benchmark) (5Y) | 1.030 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.32% |
| Historical Sharpe Ratio (5Y) | -0.6186 |
| Historical Sortino (5Y) | -0.9931 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.02% |