JNL/Goldman Sachs 4 Fund I (LP40221940)
57.80
+0.11
(+0.19%)
USD |
Aug 25 2026
LP40221940 Max Drawdown (5Y): 21.18% 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 | 21.18% |
| June 30, 2026 | 21.18% |
| May 31, 2026 | 21.18% |
| April 30, 2026 | 21.18% |
| March 31, 2026 | 21.18% |
| February 28, 2026 | 21.18% |
| January 31, 2026 | 21.18% |
| December 31, 2025 | 21.18% |
| November 30, 2025 | 21.18% |
| October 31, 2025 | 21.18% |
| September 30, 2025 | 21.18% |
| August 31, 2025 | 21.18% |
| July 31, 2025 | 21.18% |
| June 30, 2025 | 21.18% |
| May 31, 2025 | 21.18% |
| April 30, 2025 | 26.94% |
| March 31, 2025 | 33.60% |
| February 28, 2025 | 39.37% |
| January 31, 2025 | 39.37% |
| December 31, 2024 | 39.37% |
| November 30, 2024 | 39.37% |
| October 31, 2024 | 39.37% |
| September 30, 2024 | 39.37% |
| August 31, 2024 | 39.37% |
| July 31, 2024 | 39.37% |
| Date | Value |
|---|---|
| June 30, 2024 | 39.37% |
| May 31, 2024 | 39.37% |
| April 30, 2024 | 39.37% |
| March 31, 2024 | 39.37% |
| February 29, 2024 | 39.37% |
| January 31, 2024 | 39.37% |
| December 31, 2023 | 39.37% |
| November 30, 2023 | 39.37% |
| October 31, 2023 | 39.37% |
| September 30, 2023 | 39.37% |
| August 31, 2023 | 39.37% |
| July 31, 2023 | 39.37% |
| June 30, 2023 | 39.37% |
| May 31, 2023 | 39.37% |
| April 30, 2023 | 39.37% |
| March 31, 2023 | 39.37% |
| February 28, 2023 | 39.37% |
| January 31, 2023 | 39.37% |
| December 31, 2022 | 39.37% |
| November 30, 2022 | 39.37% |
| October 31, 2022 | 39.37% |
| September 30, 2022 | 39.37% |
| August 31, 2022 | 39.37% |
| July 31, 2022 | 39.37% |
| June 30, 2022 | 39.37% |
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
| JNL/RAFI Multi-Factor US Equity Fund I | 19.10% |
| Towpath Focus Fund Inst | 16.44% |
| Columbia Disciplined Value Fund I | 18.12% |
| BNY Mellon Equity Income Fund Y | 20.36% |
| Becker Equity Fund Inst | 19.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.0278 |
| Beta (5Y) | 0.9182 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.0278 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9182 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.56% |
| Historical Sharpe Ratio (5Y) | 0.5822 |
| Historical Sortino (5Y) | 0.9462 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.26% |