Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
14.33%
3 year
1.36%
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.)
12.65%
Sharpe
0.15
Sortino
0.23
Max drawdown
-22.25%
Best month
8.08%
Worst month
-9.43%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.