JNL/Mellon Emerging Markets Index Fund A (LP40192273)

16.73 -0.17 (-1.01%) USD  |  Feb 12 2026
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LP40192273 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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JNL Emerging Markets Index Fund I --
Fidelity Emerging Markets Index Fund Upgrade
Northern Emerging Markets Equity Index Fund Upgrade
Sanford C Bernstein Emerging MktsPort Emg Mkts Upgrade
Vanguard Emerging Markets Stock Index Fund Inst + Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (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