Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
0.40%
3 year
-3.03%
5 year
-0.83%
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
69 months through March 31, 2025Volatility (ann.)
6.56%
Sharpe
-0.04
Sortino
-0.06
Max drawdown
-18.64%
Best month
3.45%
Worst month
-3.42%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.