Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
-4.92%
3 year
-12.41%
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
57 months through March 31, 2024Volatility (ann.)
7.51%
Sharpe
-1.59
Sortino
-1.62
Max drawdown
-40.45%
Best month
3.38%
Worst month
-6.51%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.