JNL/American Funds Moderate Growth Allocation Fd I (LP40221925)

26.52 -0.26 (-0.97%) USD  |  Mar 18 2026
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LP40221925 Historical Sortino (5Y)

Historical Sortino (5Y) 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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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JNL/Vanguard Moderate Growth ETF Allocation I Upgrade
American Funds 2045 Target Date Retirement Fd F3 Upgrade
JNL Moderate Growth Allocation Fund I Upgrade
American Funds 2055 Target Date Retirement Fd F3 Upgrade
American Funds 2060 Target Date Retirement Fd F3 Upgrade

Historical Sortino (5Y) Related Metrics

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