Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
9.80%
3 year
-0.10%
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
63 months through Nov. 30, 2024Volatility (ann.)
14.84%
Sharpe
-0.30
Sortino
-0.40
Max drawdown
-32.01%
Best month
8.23%
Worst month
-22.09%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.