Average annual returns
Through 2021 · incl. N-PORT-derived 20211 year
-24.38%
3 year
—
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
2021 onward derived from N-PORT monthly returnsRisk statistics
33 months through Oct. 31, 2022Volatility (ann.)
36.51%
Sharpe
-0.41
Sortino
-0.62
Max drawdown
-61.23%
Best month
28.25%
Worst month
-20.34%
Beta vs VTIAX
0.53
Correlation
0.28
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.