Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
12.61%
3 year
3.09%
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
48 months through June 30, 2023Volatility (ann.)
11.23%
Sharpe
1.05
Sortino
1.82
Max drawdown
-28.10%
Best month
9.32%
Worst month
-10.09%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.