Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
3.08%
3 year
-0.23%
5 year
—
10 year
—
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2022 onward derived from N-PORT monthly returnsRisk statistics
48 months through Feb. 28, 2025Volatility (ann.)
7.09%
Sharpe
0.12
Sortino
0.20
Max drawdown
-12.16%
Best month
6.12%
Worst month
-3.73%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.