Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
2.19%
3 year
-2.40%
5 year
-0.25%
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
65 months through Dec. 31, 2024Volatility (ann.)
7.84%
Sharpe
-0.31
Sortino
-0.43
Max drawdown
-18.12%
Best month
4.48%
Worst month
-8.07%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.