Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
8.43%
3 year
-0.25%
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.)
7.27%
Sharpe
0.06
Sortino
0.09
Max drawdown
-14.20%
Best month
4.25%
Worst month
-4.73%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.