Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
-43.71%
3 year
-47.92%
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.)
13.68%
Sharpe
-3.50
Sortino
-2.13
Max drawdown
-95.08%
Best month
4.89%
Worst month
-16.19%
Beta vs VTIAX
0.75
Correlation
0.94
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.