JNL/WMC Value Fund I (LP40104063)
46.33
-0.61
(-1.30%)
USD |
Jun 10 2026
LP40104063 Max Drawdown (5Y): 15.77% 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 | 15.77% |
| April 30, 2026 | 15.77% |
| March 31, 2026 | 15.77% |
| February 28, 2026 | 15.77% |
| January 31, 2026 | 15.77% |
| December 31, 2025 | 15.77% |
| November 30, 2025 | 15.77% |
| October 31, 2025 | 15.77% |
| September 30, 2025 | 15.93% |
| August 31, 2025 | 16.25% |
| July 31, 2025 | 16.25% |
| June 30, 2025 | 18.95% |
| May 31, 2025 | 20.02% |
| April 30, 2025 | 24.51% |
| March 31, 2025 | 31.59% |
| February 28, 2025 | 38.78% |
| January 31, 2025 | 38.78% |
| December 31, 2024 | 38.78% |
| November 30, 2024 | 38.78% |
| October 31, 2024 | 38.78% |
| September 30, 2024 | 38.78% |
| August 31, 2024 | 38.78% |
| July 31, 2024 | 38.78% |
| June 30, 2024 | 38.78% |
| May 31, 2024 | 38.78% |
| Date | Value |
|---|---|
| April 30, 2024 | 38.78% |
| March 31, 2024 | 38.78% |
| February 29, 2024 | 38.78% |
| January 31, 2024 | 38.78% |
| December 31, 2023 | 38.78% |
| November 30, 2023 | 38.78% |
| October 31, 2023 | 38.78% |
| September 30, 2023 | 38.78% |
| August 31, 2023 | 38.78% |
| July 31, 2023 | 38.78% |
| June 30, 2023 | 38.78% |
| May 31, 2023 | 38.78% |
| April 30, 2023 | 38.78% |
| March 31, 2023 | 38.78% |
| February 28, 2023 | 38.78% |
| January 31, 2023 | 38.78% |
| December 31, 2022 | 38.78% |
| November 30, 2022 | 38.78% |
| October 31, 2022 | 38.78% |
| September 30, 2022 | 38.78% |
| August 31, 2022 | 38.78% |
| July 31, 2022 | 38.78% |
| June 30, 2022 | 38.78% |
| May 31, 2022 | 38.78% |
| April 30, 2022 | 38.78% |
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
| NYLI WMC Value Fund I | 15.61% |
| JNL/WMC Equity Income Fund I | 13.65% |
| American Century Disciplined Value Fund I | 22.09% |
| GMO US Equity Fund VI | 20.94% |
| TCW Relative Value Large Cap Fund I | 21.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.935 |
| Beta (5Y) | 0.7573 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.2938 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9285 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.65% |
| Historical Sharpe Ratio (5Y) | 0.483 |
| Historical Sortino (5Y) | 0.7847 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.68% |