Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-10.03%
3 year
-0.59%
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
51 months through Oct. 31, 2023Volatility (ann.)
6.39%
Sharpe
-0.01
Sortino
-0.01
Max drawdown
-12.70%
Best month
4.54%
Worst month
-10.73%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.