JNL/WMC Equity Income Fund A (LP40221904)
25.31
-0.04
(-0.16%)
USD |
Aug 24 2026
LP40221904 Max Drawdown (5Y): 13.74% 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 | 13.74% |
| June 30, 2026 | 13.74% |
| May 31, 2026 | 13.74% |
| April 30, 2026 | 13.74% |
| March 31, 2026 | 13.74% |
| February 28, 2026 | 13.74% |
| January 31, 2026 | 13.74% |
| December 31, 2025 | 13.74% |
| November 30, 2025 | 13.74% |
| October 31, 2025 | 13.74% |
| September 30, 2025 | 13.74% |
| August 31, 2025 | 13.74% |
| July 31, 2025 | 13.74% |
| June 30, 2025 | 16.08% |
| May 31, 2025 | 17.12% |
| April 30, 2025 | 21.10% |
| March 31, 2025 | 26.19% |
| February 28, 2025 | 35.11% |
| January 31, 2025 | 35.11% |
| December 31, 2024 | 35.11% |
| November 30, 2024 | 35.11% |
| October 31, 2024 | 35.11% |
| September 30, 2024 | 35.11% |
| August 31, 2024 | 35.11% |
| July 31, 2024 | 35.11% |
| Date | Value |
|---|---|
| June 30, 2024 | 35.11% |
| May 31, 2024 | 35.11% |
| April 30, 2024 | 35.11% |
| March 31, 2024 | 35.11% |
| February 29, 2024 | 35.11% |
| January 31, 2024 | 35.11% |
| December 31, 2023 | 35.11% |
| November 30, 2023 | 35.11% |
| October 31, 2023 | 35.11% |
| September 30, 2023 | 35.11% |
| August 31, 2023 | 35.11% |
| July 31, 2023 | 35.11% |
| June 30, 2023 | 35.11% |
| May 31, 2023 | 35.11% |
| April 30, 2023 | 35.11% |
| March 31, 2023 | 35.11% |
| February 28, 2023 | 35.11% |
| January 31, 2023 | 35.11% |
| December 31, 2022 | 35.11% |
| November 30, 2022 | 35.11% |
| October 31, 2022 | 35.11% |
| September 30, 2022 | 35.11% |
| August 31, 2022 | 35.11% |
| July 31, 2022 | 35.11% |
| June 30, 2022 | 35.11% |
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
| Fidelity Advisor Equity Dividend Income Fund A | 16.13% |
| Hartford Equity Income Fund A | 14.07% |
| NYLI WMC Value Fund A | 15.79% |
| Voya Large Cap Value Fund A | 18.06% |
| AB Equity Income Fund A | 19.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.8558 |
| Beta (5Y) | 0.6853 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.8558 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6853 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.01% |
| Historical Sharpe Ratio (5Y) | 0.5967 |
| Historical Sortino (5Y) | 0.9914 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.06% |