JNL/JPMorgan US Value Fund A (LP40113894)

21.96 -0.02 (-0.09%) USD  |  Jan 30 2026
More

LP40113894 Max Drawdown (5Y): 15.92% for Jan. 31, 2026

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
JPMorgan Value Advantage Fund A 17.59%
American Funds Washington Mutual Inv Fund 529-A 18.70%
JPMorgan US Value Fund A 15.69%
MFS Value Fund A 17.72%
ClearBridge Large Cap Value Fund A 19.91%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.8641
Beta (5Y) 0.7856
Alpha (vs YCharts Benchmark) (5Y) 1.382
Beta (vs YCharts Benchmark) (5Y) 0.9384
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 12.67%
Historical Sharpe Ratio (5Y) 0.7939
Historical Sortino (5Y) 1.300
Monthly Value at Risk (VaR) 5% (5Y Lookback) 5.71%