Average annual returns
Through 2021 · incl. N-PORT-derived 20211 year
-59.75%
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
2020 onward derived from N-PORT monthly returnsRisk statistics
30 months through Jan. 31, 2022Volatility (ann.)
18.66%
Sharpe
-2.51
Sortino
-1.88
Max drawdown
-79.39%
Best month
2.83%
Worst month
-17.15%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.