Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
2.50%
3 year
-1.55%
5 year
0.26%
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
-0.02
Sortino
-0.03
Max drawdown
-14.26%
Best month
5.30%
Worst month
-4.50%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.