Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
8.52%
3 year
-0.19%
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
2021 onward derived from N-PORT monthly returnsRisk statistics
45 months through March 31, 2024Volatility (ann.)
7.32%
Sharpe
0.07
Sortino
0.11
Max drawdown
-14.18%
Best month
4.34%
Worst month
-4.81%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.