JNL
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BMY Bristol-Myers Squibb Company | Healthcare | 10% |
DBE Invesco DB Energy Fund | Oil & Gas | 10% |
KMI Kinder Morgan, Inc. | Energy | 10% |
MSFT Microsoft Corporation | Technology | 70% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in JNL, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
The earliest data available for this chart is Feb 11, 2011, corresponding to the inception date of KMI
Returns By Period
As of May 9, 2025, the JNL returned 1.80% Year-To-Date and 20.33% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| JNL | 1.80% | 16.83% | 2.22% | 12.39% | 19.21% | 20.33% |
| Portfolio components: | ||||||
BMY Bristol-Myers Squibb Company | -15.29% | -11.66% | -12.43% | 12.63% | -1.61% | -0.53% |
DBE Invesco DB Energy Fund | -5.83% | 3.98% | -4.64% | -8.26% | 19.50% | 1.29% |
KMI Kinder Morgan, Inc. | 0.81% | 8.42% | 4.59% | 50.56% | 19.21% | 0.59% |
MSFT Microsoft Corporation | 4.16% | 23.58% | 3.41% | 7.55% | 19.98% | 26.84% |
Monthly Returns
The table below presents the monthly returns of JNL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -0.20% | -2.81% | -2.65% | -0.09% | 7.91% | 1.80% | |||||||
| 2024 | 3.80% | 3.59% | 2.80% | -6.91% | 4.54% | 6.15% | -2.28% | 0.27% | 2.41% | -1.44% | 5.32% | -0.84% | 17.94% |
| 2023 | 2.49% | -0.85% | 11.11% | 4.13% | 3.48% | 3.70% | 0.58% | -1.72% | -3.04% | 3.48% | 8.86% | -0.70% | 35.26% |
| 2022 | -2.24% | -1.16% | 5.39% | -5.94% | 0.78% | -5.64% | 6.79% | -5.54% | -9.21% | 2.70% | 7.72% | -6.33% | -13.56% |
| 2021 | 3.99% | 2.22% | 2.67% | 5.84% | 1.17% | 6.73% | 3.77% | 3.31% | -4.75% | 13.16% | -2.89% | 3.68% | 45.10% |
| 2020 | 4.03% | -5.53% | -7.04% | 10.85% | 3.44% | 7.75% | 0.40% | 8.19% | -6.67% | -3.80% | 8.64% | 2.71% | 22.81% |
| 2019 | 4.47% | 7.12% | 3.48% | 7.85% | -4.92% | 6.92% | 1.11% | 0.98% | 1.45% | 3.60% | 4.07% | 5.72% | 49.91% |
| 2018 | 8.52% | -1.47% | -2.41% | 1.21% | 5.44% | 1.04% | 5.85% | 5.06% | 2.11% | -7.61% | 1.80% | -7.92% | 10.65% |
| 2017 | 1.65% | 0.39% | 1.58% | 2.35% | 0.43% | -0.68% | 5.42% | 2.43% | 0.65% | 8.11% | 1.28% | 1.62% | 27.95% |
| 2016 | -1.16% | -4.11% | 6.56% | -4.20% | 5.22% | -1.26% | 7.61% | 0.41% | 0.79% | 1.08% | 3.10% | 2.77% | 17.24% |
| 2015 | -10.10% | 7.53% | -5.02% | 15.31% | -2.62% | -4.73% | 1.54% | -5.91% | -0.70% | 14.42% | 1.09% | -1.54% | 6.12% |
| 2014 | -0.51% | 1.93% | 4.72% | -1.02% | 1.67% | 2.27% | 2.43% | 5.25% | 0.48% | 1.61% | 1.36% | -2.86% | 18.46% |
Expense Ratio
JNL has an expense ratio of 0.08%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of JNL is 49, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
BMY Bristol-Myers Squibb Company | 0.42 | 0.83 | 1.10 | 0.25 | 1.54 |
DBE Invesco DB Energy Fund | -0.36 | -0.36 | 0.96 | -0.20 | -0.97 |
KMI Kinder Morgan, Inc. | 2.00 | 2.46 | 1.40 | 1.63 | 7.31 |
MSFT Microsoft Corporation | 0.30 | 0.57 | 1.07 | 0.29 | 0.63 |
Dividends
Dividend yield
JNL provided a 2.12% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.12% | 1.99% | 1.99% | 1.73% | 1.39% | 1.79% | 1.72% | 2.13% | 1.83% | 2.09% | 3.14% | 2.38% |
| Portfolio components: | ||||||||||||
BMY Bristol-Myers Squibb Company | 5.20% | 4.24% | 4.44% | 3.00% | 2.36% | 3.69% | 2.55% | 3.08% | 2.55% | 1.95% | 2.17% | 2.46% |
DBE Invesco DB Energy Fund | 6.71% | 6.32% | 3.87% | 0.75% | 0.00% | 0.00% | 1.79% | 1.67% | 0.00% | 0.00% | 0.00% | 0.00% |
KMI Kinder Morgan, Inc. | 4.27% | 4.18% | 6.38% | 6.10% | 6.76% | 7.59% | 4.49% | 4.71% | 2.77% | 2.41% | 12.94% | 4.02% |
MSFT Microsoft Corporation | 0.72% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the JNL. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the JNL was 30.57%, occurring on Mar 23, 2020. Recovery took 70 trading sessions.
The current JNL drawdown is 4.35%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.57% | Feb 20, 2020 | 23 | Mar 23, 2020 | 70 | Jul 1, 2020 | 93 |
| -21.67% | Apr 5, 2022 | 190 | Jan 5, 2023 | 94 | May 22, 2023 | 284 |
| -20.05% | Oct 2, 2018 | 58 | Dec 24, 2018 | 59 | Mar 21, 2019 | 117 |
| -18.47% | Apr 29, 2015 | 83 | Aug 25, 2015 | 42 | Oct 23, 2015 | 125 |
| -18.13% | Jan 24, 2025 | 52 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The current JNL volatility is 11.33%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 1.92, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | DBE | BMY | KMI | MSFT | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.30 | 0.41 | 0.48 | 0.72 | 0.78 |
| DBE | 0.30 | 1.00 | 0.08 | 0.40 | 0.19 | 0.35 |
| BMY | 0.41 | 0.08 | 1.00 | 0.25 | 0.25 | 0.37 |
| KMI | 0.48 | 0.40 | 0.25 | 1.00 | 0.25 | 0.43 |
| MSFT | 0.72 | 0.19 | 0.25 | 0.25 | 1.00 | 0.96 |
| Portfolio | 0.78 | 0.35 | 0.37 | 0.43 | 0.96 | 1.00 |