Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-6.96%
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
2022 onward derived from N-PORT monthly returnsRisk statistics
28 months through May 31, 2023Volatility (ann.)
6.31%
Sharpe
-0.28
Sortino
-0.39
Max drawdown
-11.43%
Best month
4.28%
Worst month
-3.23%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.