JNL/GQG Emerging Markets Equity Fund I (LP40221888)

16.53 +0.13 (+0.79%) USD  |  Dec 18 2025
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LP40221888 Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Historical Sortino Ratio Definition

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Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

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Historical Sortino (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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Thornburg Developing World Fund I Upgrade
Parametric Emerging Markets Fund I Upgrade
GQG Partners Emerging Markets Equity Fund Inst Upgrade
American Funds Dev World Gro and Income Fd F3 Upgrade
JPMorgan Emerging Markets Rsrch Enh Eqty Fund I Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (Since Inception) Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Historical Sharpe Ratio (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade