JNL Small Cap Index Fund I (LP40232733)
14.36
-0.06
(-0.42%)
USD |
Aug 24 2026
LP40232733 Max Drawdown (5Y): 27.93% 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 | 27.93% |
| June 30, 2026 | 27.93% |
| May 31, 2026 | 27.93% |
| April 30, 2026 | 27.93% |
| March 31, 2026 | 27.93% |
| February 28, 2026 | 27.93% |
| January 31, 2026 | 27.93% |
| December 31, 2025 | 27.93% |
| Date | Value |
|---|---|
| November 30, 2025 | 27.93% |
| October 31, 2025 | 27.93% |
| September 30, 2025 | 27.93% |
| August 31, 2025 | 27.93% |
| July 31, 2025 | 27.93% |
| June 30, 2025 | 27.93% |
| May 31, 2025 | 27.93% |
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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Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.804 |
| Beta (5Y) | 1.021 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.2937 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9531 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.11% |
| Historical Sharpe Ratio (5Y) | 0.1878 |
| Historical Sortino (5Y) | 0.3326 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.44% |