Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
3.95%
3 year
0.81%
5 year
2.82%
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
66 months through Dec. 31, 2024Volatility (ann.)
9.67%
Sharpe
0.08
Sortino
0.13
Max drawdown
-20.44%
Best month
6.33%
Worst month
-5.50%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.