JNL/Cohen & Steers U.S. Realty Fund I (LP40224545)
10.58
-0.02
(-0.19%)
USD |
Sep 15 2026
LP40224545 Max Drawdown (5Y): 33.68% for Aug. 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 |
|---|---|
| August 31, 2026 | 33.68% |
| July 31, 2026 | 33.68% |
| June 30, 2026 | 33.68% |
| May 31, 2026 | 33.68% |
| April 30, 2026 | 33.68% |
| March 31, 2026 | 33.68% |
| February 28, 2026 | 33.68% |
| January 31, 2026 | 33.68% |
| December 31, 2025 | 33.68% |
| November 30, 2025 | 33.68% |
| October 31, 2025 | 33.68% |
| September 30, 2025 | 33.68% |
| August 31, 2025 | 33.68% |
| July 31, 2025 | 33.68% |
| June 30, 2025 | 33.68% |
| May 31, 2025 | 33.68% |
| April 30, 2025 | 33.68% |
| March 31, 2025 | 36.03% |
| February 28, 2025 | 43.63% |
| January 31, 2025 | 43.63% |
| December 31, 2024 | 43.63% |
| November 30, 2024 | 43.63% |
| October 31, 2024 | 43.63% |
| September 30, 2024 | 43.63% |
| August 31, 2024 | 43.63% |
| Date | Value |
|---|---|
| July 31, 2024 | 43.63% |
| June 30, 2024 | 43.63% |
| May 31, 2024 | 43.63% |
| April 30, 2024 | 43.63% |
| March 31, 2024 | 43.63% |
| February 29, 2024 | 43.63% |
| January 31, 2024 | 43.63% |
| December 31, 2023 | 43.63% |
| November 30, 2023 | 43.63% |
| October 31, 2023 | 43.63% |
| September 30, 2023 | 43.63% |
| August 31, 2023 | 43.63% |
| July 31, 2023 | 43.63% |
| June 30, 2023 | 43.63% |
| May 31, 2023 | 43.63% |
| April 30, 2023 | 43.63% |
| March 31, 2023 | 43.63% |
| February 28, 2023 | 43.63% |
| January 31, 2023 | 43.63% |
| December 31, 2022 | 43.63% |
| November 30, 2022 | 43.63% |
| October 31, 2022 | 43.63% |
| September 30, 2022 | 43.63% |
| August 31, 2022 | 43.63% |
| July 31, 2022 | 43.63% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.060 |
| Beta (5Y) | 0.9776 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.0394 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9559 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.04% |
| Historical Sharpe Ratio (5Y) | -0.0963 |
| Historical Sortino (5Y) | -0.1368 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.47% |