Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
1.33%
3 year
-0.93%
5 year
0.62%
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.)
7.30%
Sharpe
0.07
Sortino
0.11
Max drawdown
-13.36%
Best month
6.35%
Worst month
-6.39%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.