JNL/JPMorgan US Value Fund A (LP40113894)
24.81
+0.09
(+0.36%)
USD |
Aug 24 2026
LP40113894 Max Drawdown (5Y): 15.92% 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 | 15.92% |
| June 30, 2026 | 15.92% |
| May 31, 2026 | 15.92% |
| April 30, 2026 | 15.92% |
| March 31, 2026 | 15.92% |
| February 28, 2026 | 15.92% |
| January 31, 2026 | 15.92% |
| December 31, 2025 | 15.92% |
| November 30, 2025 | 15.92% |
| October 31, 2025 | 18.10% |
| September 30, 2025 | 20.47% |
| August 31, 2025 | 20.79% |
| July 31, 2025 | 20.79% |
| June 30, 2025 | 23.56% |
| May 31, 2025 | 24.98% |
| April 30, 2025 | 29.25% |
| March 31, 2025 | 33.44% |
| February 28, 2025 | 39.84% |
| January 31, 2025 | 39.84% |
| December 31, 2024 | 39.84% |
| November 30, 2024 | 39.84% |
| October 31, 2024 | 39.84% |
| September 30, 2024 | 39.84% |
| August 31, 2024 | 39.84% |
| July 31, 2024 | 39.84% |
| Date | Value |
|---|---|
| June 30, 2024 | 39.84% |
| May 31, 2024 | 39.84% |
| April 30, 2024 | 39.84% |
| March 31, 2024 | 39.84% |
| February 29, 2024 | 39.84% |
| January 31, 2024 | 39.84% |
| December 31, 2023 | 39.84% |
| November 30, 2023 | 39.84% |
| October 31, 2023 | 39.84% |
| September 30, 2023 | 39.84% |
| August 31, 2023 | 39.84% |
| July 31, 2023 | 39.84% |
| June 30, 2023 | 39.84% |
| May 31, 2023 | 39.84% |
| April 30, 2023 | 39.84% |
| March 31, 2023 | 39.84% |
| February 28, 2023 | 39.84% |
| January 31, 2023 | 39.84% |
| December 31, 2022 | 39.84% |
| November 30, 2022 | 39.84% |
| October 31, 2022 | 39.84% |
| September 30, 2022 | 39.84% |
| August 31, 2022 | 39.84% |
| July 31, 2022 | 39.84% |
| June 30, 2022 | 39.84% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| American Funds Washington Mutual Inv Fund 529-A | 18.70% |
| MFS Value Fund A | 17.72% |
| Columbia Dividend Income Fund A | 17.16% |
| JPMorgan Equity Income Fund A | 15.54% |
| Franklin Equity Income Fund A | 18.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.2382 |
| Beta (5Y) | 0.7520 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.3362 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9172 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.87% |
| Historical Sharpe Ratio (5Y) | 0.5562 |
| Historical Sortino (5Y) | 0.9238 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.77% |