JNL/Harris Oakmark Global Equity Fund A (LP40211620)

13.13 -0.07 (-0.53%) USD  |  Dec 16 2024
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LP40211620 Max Drawdown (5Y): 45.16% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Tweedy Browne Value Fund 32.88%
Polaris Global Value Fund 41.27%
Oakmark Global Select Fund Investor 42.07%
Oakmark Global Fund Institutional 44.92%
Dodge & Cox Global Stock Fund I 41.17%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.820
Beta (5Y) 1.300
Alpha (vs YCharts Benchmark) (5Y) -7.241
Beta (vs YCharts Benchmark) (5Y) 1.228
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 23.75%
Historical Sharpe Ratio (5Y) 0.2405
Historical Sortino (5Y) 0.2826
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.87%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:LP40211620", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:LP40211620", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.