JNL/T Rowe Price Capital Appreciation Equity Fd A (LP40302499)

11.51 +0.05 (+0.44%) USD  |  Jan 15 2026
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LP40302499 Historical Sortino (Since Inception)

Historical Sortino (Since Inception) 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 (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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Goldman Sachs US Tax-Managed Equity Fund A Upgrade
Spirit of America Large Cap Value Fund A Upgrade
Fidelity Advisor Stock Selector Fund A Upgrade
MFS Blended Research Core Equity Fund A Upgrade
Fidelity Advisor Mega Cap Stock Fund A Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (Since Inception) Upgrade
Alpha (vs YCharts Benchmark) (Since Inception) Upgrade
Beta (vs YCharts Benchmark) (Since Inception) Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Historical Sharpe Ratio (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade