Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
-0.58%
3 year
-1.29%
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
60 months through July 31, 2024Volatility (ann.)
4.57%
Sharpe
-0.11
Sortino
-0.18
Max drawdown
-6.67%
Best month
4.63%
Worst month
-2.29%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.