Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
0.41%
3 year
—
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
2022 onward derived from N-PORT monthly returnsRisk statistics
36 months through Sept. 30, 2024Volatility (ann.)
2.41%
Sharpe
-0.49
Sortino
-0.62
Max drawdown
-5.70%
Best month
1.48%
Worst month
-1.60%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.