Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
2.02%
3 year
-1.83%
5 year
-0.67%
10 year
0.51%
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2024 onward derived from N-PORT monthly returnsRisk statistics
66 months through Jan. 31, 2025Volatility (ann.)
7.58%
Sharpe
-0.17
Sortino
-0.24
Max drawdown
-15.68%
Best month
4.21%
Worst month
-4.55%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.