Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
25.20%
3 year
-9.30%
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
2020 onward derived from N-PORT monthly returnsRisk statistics
42 months through Jan. 31, 2023Volatility (ann.)
23.85%
Sharpe
-0.66
Sortino
-0.83
Max drawdown
-47.59%
Best month
11.67%
Worst month
-15.85%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.