JNL/ClearBridge Large Cap Growth Fund A (LP40221854)
30.44
+0.35
(+1.16%)
USD |
Dec 19 2025
LP40221854 Max Drawdown (5Y): 37.77% for Nov. 30, 2025
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
| DWS Capital Growth Fund A | 35.90% |
| Allspring Large Cap Growth Fund A | 36.62% |
| NYLI WMC Growth Fund A | 39.51% |
| Virtus Silvant Focused Growth Fund A | 37.97% |
| Principal LargeCap Growth Fund I A | 40.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.105 |
| Beta (5Y) | 1.149 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.230 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9776 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.23% |
| Historical Sharpe Ratio (5Y) | 0.4069 |
| Historical Sortino (5Y) | 0.5742 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.32% |