Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
2.85%
3 year
-2.54%
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
42 months through March 31, 2025Volatility (ann.)
10.37%
Sharpe
0.42
Sortino
0.67
Max drawdown
-32.25%
Best month
8.28%
Worst month
-12.76%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.