Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
2.03%
3 year
-1.23%
5 year
0.05%
10 year
—
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2020 onward derived from N-PORT monthly returnsRisk statistics
66 months through Feb. 28, 2025Volatility (ann.)
7.09%
Sharpe
-0.02
Sortino
-0.03
Max drawdown
-13.53%
Best month
6.05%
Worst month
-5.46%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.