Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
4.55%
3 year
1.35%
5 year
3.35%
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.)
9.70%
Sharpe
0.14
Sortino
0.21
Max drawdown
-19.95%
Best month
6.30%
Worst month
-5.38%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.