JNL
Asset Allocation
| Position | Category/Sector | 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 Quarterly
The earliest data available for this chart is Feb 11, 2011, corresponding to the inception date of KMI
Returns By Period
As of Aug 27, 2024, the JNL returned 11.01% Year-To-Date and 19.96% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| JNL | 11.01% | -2.13% | 4.44% | 21.61% | 21.73% | 19.96% |
| Portfolio components: | ||||||
BMY Bristol-Myers Squibb Company | -2.32% | -4.38% | -1.91% | -17.87% | 3.54% | 2.62% |
DBE Invesco DB Energy Fund | 4.01% | -0.25% | -0.30% | -6.73% | 9.56% | -2.80% |
KMI Kinder Morgan, Inc. | 27.05% | 1.58% | 28.40% | 31.36% | 7.65% | -1.16% |
MSFT Microsoft Corporation | 10.56% | -2.59% | 1.84% | 28.70% | 25.78% | 26.77% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 3.80% | 3.59% | 2.80% | -6.91% | 4.54% | 6.15% | -2.28% | 11.01% | |||||
| 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% |
| 2013 | 4.36% | 1.20% | 4.03% | 10.43% | 5.53% | -1.04% | -5.19% | 3.86% | -0.35% | 5.96% | 5.98% | -0.70% | 38.66% |
Expense Ratio
JNL has an expense ratio of 0.08%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of JNL is 28, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | -0.66 | -0.86 | 0.89 | -0.36 | -0.84 |
DBE Invesco DB Energy Fund | -0.30 | -0.27 | 0.97 | -0.15 | -0.49 |
KMI Kinder Morgan, Inc. | 1.91 | 2.74 | 1.34 | 0.72 | 10.99 |
MSFT Microsoft Corporation | 1.52 | 2.02 | 1.26 | 1.95 | 6.68 |
Dividends
Dividend yield
JNL granted a 1.90% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| JNL | 1.90% | 1.99% | 1.73% | 1.39% | 1.79% | 1.72% | 2.13% | 1.83% | 2.09% | 3.14% | 2.38% | 2.58% |
| Portfolio components: | ||||||||||||
BMY Bristol-Myers Squibb Company | 4.91% | 4.44% | 3.00% | 2.36% | 3.69% | 2.55% | 3.08% | 2.55% | 1.95% | 2.17% | 2.46% | 3.31% |
DBE Invesco DB Energy Fund | 3.72% | 3.87% | 0.75% | 0.00% | 0.00% | 1.79% | 1.67% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KMI Kinder Morgan, Inc. | 5.32% | 6.38% | 6.10% | 6.76% | 7.59% | 4.49% | 4.71% | 2.77% | 2.41% | 12.94% | 4.02% | 4.33% |
MSFT Microsoft Corporation | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
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 5.80%.
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 |
| -14.63% | Nov 18, 2014 | 50 | Jan 30, 2015 | 60 | Apr 28, 2015 | 110 |
Volatility
Volatility Chart
The current JNL volatility is 4.75%, 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
Asset Correlations Table
| BMY | DBE | MSFT | KMI | |
|---|---|---|---|---|
| BMY | 1.00 | 0.09 | 0.27 | 0.25 |
| DBE | 0.09 | 1.00 | 0.19 | 0.41 |
| MSFT | 0.27 | 0.19 | 1.00 | 0.26 |
| KMI | 0.25 | 0.41 | 0.26 | 1.00 |