Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
20.70%
3 year
4.48%
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.)
16.36%
Sharpe
0.33
Sortino
0.50
Max drawdown
-26.05%
Best month
12.10%
Worst month
-13.68%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.