JNL/ClearBridge Large Cap Growth Fund A (LP40221854)
31.08
+0.19
(+0.62%)
USD |
Jan 09 2026
LP40221854 Max Drawdown (5Y): 37.77% for Dec. 31, 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% |
| Invesco Summit Fund A | 40.41% |
| Virtus Silvant Focused Growth Fund A | 37.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.667 |
| Beta (5Y) | 1.152 |
| Alpha (vs YCharts Benchmark) (5Y) | -4.614 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9792 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.18% |
| Historical Sharpe Ratio (5Y) | 0.3772 |
| Historical Sortino (5Y) | 0.5347 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.32% |