JNL/T. Rowe Price Growth Stock Fund I (LP40104064)
113.14
-1.11
(-0.97%)
USD |
Aug 24 2026
LP40104064 Max Drawdown (5Y): 43.45% for July 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 |
|---|---|
| July 31, 2026 | 43.45% |
| June 30, 2026 | 43.45% |
| May 31, 2026 | 43.45% |
| April 30, 2026 | 43.45% |
| March 31, 2026 | 43.45% |
| February 28, 2026 | 43.45% |
| January 31, 2026 | 43.45% |
| December 31, 2025 | 43.45% |
| November 30, 2025 | 43.45% |
| October 31, 2025 | 43.45% |
| September 30, 2025 | 43.45% |
| August 31, 2025 | 43.45% |
| July 31, 2025 | 43.45% |
| June 30, 2025 | 43.45% |
| May 31, 2025 | 43.45% |
| April 30, 2025 | 43.45% |
| March 31, 2025 | 43.45% |
| February 28, 2025 | 43.45% |
| January 31, 2025 | 43.45% |
| December 31, 2024 | 43.45% |
| November 30, 2024 | 43.45% |
| October 31, 2024 | 43.45% |
| September 30, 2024 | 43.45% |
| August 31, 2024 | 43.45% |
| July 31, 2024 | 43.45% |
| Date | Value |
|---|---|
| June 30, 2024 | 43.45% |
| May 31, 2024 | 43.45% |
| April 30, 2024 | 43.45% |
| March 31, 2024 | 43.45% |
| February 29, 2024 | 43.45% |
| January 31, 2024 | 43.45% |
| December 31, 2023 | 43.45% |
| November 30, 2023 | 43.45% |
| October 31, 2023 | 43.45% |
| September 30, 2023 | 43.45% |
| August 31, 2023 | 43.45% |
| July 31, 2023 | 43.45% |
| June 30, 2023 | 43.45% |
| May 31, 2023 | 43.45% |
| April 30, 2023 | 43.45% |
| March 31, 2023 | 43.45% |
| February 28, 2023 | 43.45% |
| January 31, 2023 | 43.45% |
| December 31, 2022 | 43.45% |
| November 30, 2022 | 43.45% |
| October 31, 2022 | 43.06% |
| September 30, 2022 | 41.23% |
| August 31, 2022 | 41.23% |
| July 31, 2022 | 41.23% |
| June 30, 2022 | 41.23% |
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
| Gabelli Growth Fund I | 42.23% |
| Nuveen Winslow Large-Cap Growth ESG Fund I | 39.69% |
| Praxis Growth Index Fund I | 32.26% |
| AB Large Cap Growth Fund I | 33.92% |
| Hartford Growth Opportunities Fund Y | 44.94% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.077 |
| Beta (5Y) | 1.224 |
| Alpha (vs YCharts Benchmark) (5Y) | -6.605 |
| Beta (vs YCharts Benchmark) (5Y) | 1.069 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.62% |
| Historical Sharpe Ratio (5Y) | 0.1012 |
| Historical Sortino (5Y) | 0.1473 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.73% |