Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
3.28%
3 year
-0.79%
5 year
1.03%
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.)
6.93%
Sharpe
0.09
Sortino
0.14
Max drawdown
-13.49%
Best month
5.37%
Worst month
-4.35%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.