Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-20.96%
3 year
—
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
42 months through Aug. 31, 2023Volatility (ann.)
12.85%
Sharpe
-0.26
Sortino
-0.35
Max drawdown
-23.63%
Best month
9.28%
Worst month
-12.49%
Beta vs VTSAX
0.57
Correlation
0.80
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.