Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-8.03%
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
24 months through Nov. 30, 2023Volatility (ann.)
17.48%
Sharpe
-0.03
Sortino
-0.05
Max drawdown
-17.72%
Best month
10.80%
Worst month
-9.52%
Beta vs VTSAX
0.80
Correlation
0.92
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.