JNL Multi-Manager Mid Cap Fund A (LP40216741)

19.75 -0.17 (-0.85%) USD  |  Mar 04 2025
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LP40216741 Max Drawdown (5Y): 37.75% for Feb. 28, 2025

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
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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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Calvert Mid-Cap Fund A 37.47%
Virtus KAR Mid-Cap Growth Fund A 46.88%
BNY Mellon Active MidCap Fund A 42.07%
Goldman Sachs Mid Cap Value Fund A 42.62%
Principal EDGE MidCap Fund A 41.20%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -7.150
Beta (5Y) 0.9910
Alpha (vs YCharts Benchmark) (5Y) -1.680
Beta (vs YCharts Benchmark) (5Y) 0.8832
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 15.52%
Historical Sharpe Ratio (5Y) 0.4527
Historical Sortino (5Y) 0.7675
Monthly Value at Risk (VaR) 5% (5Y Lookback) 6.65%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:LP40216741", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:LP40216741", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.