OTC Markets OTCPK - Delayed Quote USD
JNL/Morningstar U.S. Sust Idx I (0P0001AMLI)
26.75
-0.06
(-0.22%)
At close: May 9 at 4:00:00 PM EDT
Fund Summary
The fund, under normal circumstances, seeks to invest at least 80% of its assets in securities included in the index, including depositary receipts representing securities of the index. The index includes large- and mid-capitalization companies and employs a best-in-class stock selection process to reduce exposure to companies with high ESG risk relative to their sector peers, targeting coverage of 50% of the Morningstar US Large-Mid Cap index by float-adjusted market capitalization.
Risk Overview
| Morningstar Risk Rating | |
| Best 1Y Total Return | 31.25% |
| Worst 1Y Total Return | -- |
| Number of Years Up | 5 |
| Number of Years Down | 2 |
Performance & Risk
| YTD Return | -0.89% |
| 5y Average Return | 15.97% |
| Rank in Category (ytd) | 24 |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 1.01 |
| Morningstar Risk Rating |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| 0P0001AMLI | Category Average | 0P0001AMLI | Category Average | 0P0001AMLI | Category Average | |
| Alpha | -0.31 | -0.01 | -0.55 | -0.01 | -- | -0.01 |
| BETA | 1.01 | 0.01 | 1.03 | 0.01 | -- | 0.01 |
| Mean Annual Return | 1.05 | 0.01 | 1.31 | 0.01 | -- | 0.01 |
| R-squared | 96.93 | 0.94 | 97.46 | 0.95 | -- | 0.95 |
| Standard Deviation | 16.85 | 0.17 | 16.85 | 0.19 | -- | 0.15 |
| Sharpe Ratio | 0.48 | 0 | 0.76 | 0.01 | -- | 0.01 |
| Treynor Ratio | 7.06 | 0.03 | 12.08 | 0.1 | -- | 0.1 |
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