JNL/Goldman Sachs 4 Fund A (LP40119026)
48.18
+0.34
(+0.71%)
USD |
Dec 19 2025
LP40119026 Max Drawdown (5Y): 21.37% for Nov. 30, 2025
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
| JNL/RAFI Multi-Factor US Equity Fund A | 19.26% |
| Homestead Value Fund | 19.29% |
| JNL/Mellon Dow Index Fund A | 21.13% |
| Thrivent Large Cap Value Fund S | 17.54% |
| Clipper Fund | 30.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.1216 |
| Beta (5Y) | 0.9268 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.1216 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9268 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.60% |
| Historical Sharpe Ratio (5Y) | 0.7778 |
| Historical Sortino (5Y) | 1.240 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.20% |