JNL Multi-Manager Mid Cap Fund A (LP40216741)

20.43 -0.13 (-0.63%) USD  |  Apr 28 2026
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LP40216741 Historical Sortino (Since Inception)

Historical Sortino (Since Inception) 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 (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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Virtus KAR Mid-Cap Growth Fund A Upgrade
Virtus Ceredex Mid-Cap Value Equity Fund A Upgrade
Goldman Sachs Small/Mid Cap Equity Fund A Upgrade
Natixis Vaughan Nelson Mid Cap Fund A Upgrade
Saratoga Mid Capitalization Portfolio A Upgrade

Historical Sortino (Since Inception) Related Metrics

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