Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-3.70%
3 year
-16.88%
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
37 months through Dec. 31, 2024Volatility (ann.)
23.45%
Sharpe
-0.72
Sortino
-0.82
Max drawdown
-49.58%
Best month
9.98%
Worst month
-20.44%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.