Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-4.77%
3 year
1.01%
5 year
3.92%
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
63 months through Dec. 31, 2024Volatility (ann.)
11.64%
Sharpe
0.09
Sortino
0.12
Max drawdown
-19.08%
Best month
8.85%
Worst month
-6.75%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.