Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
6.66%
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
30 months through March 31, 2024Volatility (ann.)
21.19%
Sharpe
-0.27
Sortino
-0.42
Max drawdown
-30.12%
Best month
18.81%
Worst month
-12.36%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.