JNL/Fidelity Insti AM & JPMorgan Lg Cap Gro Fd A (LP40221854)
31.73
-0.33
(-1.03%)
USD |
Aug 24 2026
LP40221854 Max Drawdown (5Y): 37.77% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 37.77% |
| June 30, 2026 | 37.77% |
| May 31, 2026 | 37.77% |
| April 30, 2026 | 37.77% |
| March 31, 2026 | 37.77% |
| February 28, 2026 | 37.77% |
| January 31, 2026 | 37.77% |
| December 31, 2025 | 37.77% |
| November 30, 2025 | 37.77% |
| October 31, 2025 | 37.77% |
| September 30, 2025 | 37.77% |
| August 31, 2025 | 37.77% |
| July 31, 2025 | 37.77% |
| June 30, 2025 | 37.77% |
| May 31, 2025 | 37.77% |
| April 30, 2025 | 37.77% |
| March 31, 2025 | 37.77% |
| February 28, 2025 | 37.77% |
| January 31, 2025 | 37.77% |
| December 31, 2024 | 37.77% |
| November 30, 2024 | 37.77% |
| October 31, 2024 | 37.77% |
| September 30, 2024 | 37.77% |
| August 31, 2024 | 37.77% |
| July 31, 2024 | 37.77% |
| Date | Value |
|---|---|
| June 30, 2024 | 37.77% |
| May 31, 2024 | 37.77% |
| April 30, 2024 | 37.77% |
| March 31, 2024 | 37.77% |
| February 29, 2024 | 37.77% |
| January 31, 2024 | 37.77% |
| December 31, 2023 | 37.77% |
| November 30, 2023 | 37.77% |
| October 31, 2023 | 37.77% |
| September 30, 2023 | 37.77% |
| August 31, 2023 | 37.77% |
| July 31, 2023 | 37.77% |
| June 30, 2023 | 37.77% |
| May 31, 2023 | 37.77% |
| April 30, 2023 | 37.77% |
| March 31, 2023 | 37.77% |
| February 28, 2023 | 37.77% |
| January 31, 2023 | 37.77% |
| December 31, 2022 | 37.77% |
| November 30, 2022 | 37.77% |
| October 31, 2022 | 37.77% |
| September 30, 2022 | 36.82% |
| August 31, 2022 | 35.60% |
| July 31, 2022 | 35.60% |
| June 30, 2022 | 35.60% |
Max Drawdown Definition
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.
Max Drawdown (5Y) Range, Past 5 Years
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Alger Focus Equity Fund A | 40.31% |
| DWS Capital Growth Fund A | 35.90% |
| Allspring Large Cap Growth Fund A | 36.62% |
| NYLI WMC Growth Fund A | 39.51% |
| BlackRock Advantage Large Cap Growth Fund Inv A | 33.84% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.384 |
| Beta (5Y) | 1.166 |
| Alpha (vs YCharts Benchmark) (5Y) | -4.835 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9944 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.88% |
| Historical Sharpe Ratio (5Y) | 0.1683 |
| Historical Sortino (5Y) | 0.2538 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.32% |