JNL/American Funds Washington Mutual Inv Fd I (LP40182800)

51.70 +0.23 (+0.45%) USD  |  Apr 09 2026
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LP40182800 Historical Sortino (5Y)

Historical Sortino (5Y) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Historical Sortino Ratio Definition

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Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

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Historical Sortino (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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Victory RS Large Cap Alpha Fund Y Upgrade
Virtus Ceredex Large-Cap Value Equity Fund I Upgrade
Artisan Select Equity Fund Institutional Upgrade
PIMCO RAE PLUS Fund Institutional Upgrade
JNL/JPMorgan US Value Fund I Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade