JNL/PIMCO Income Fund A (LP40221881)
13.05
-0.08
(-0.61%)
USD |
Jun 05 2026
LP40221881 Max Drawdown (5Y): 13.20% for May 31, 2026
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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Median
Max Drawdown (5Y) Benchmarks
| PIMCO Income Fund A | 12.37% |
| PIMCO Diversified Income Fund A | 19.95% |
| Lord Abbett Bond Debenture Fund A | 16.31% |
| Allspring Income Plus Fund A | 13.12% |
| Federated Hermes Strategic Income Fund A | 18.73% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.594 |
| Beta (5Y) | 0.8252 |
| Alpha (vs YCharts Benchmark) (5Y) | 3.244 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6686 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.48% |
| Historical Sharpe Ratio (5Y) | -0.0316 |
| Historical Sortino (5Y) | -0.0454 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.70% |