Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
1.27%
3 year
-1.66%
5 year
-0.10%
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.)
6.80%
Sharpe
-0.06
Sortino
-0.09
Max drawdown
-13.28%
Best month
5.53%
Worst month
-3.50%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.