Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
1.77%
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 Oct. 31, 2024Volatility (ann.)
1.50%
Sharpe
-0.42
Sortino
-0.56
Max drawdown
-4.42%
Best month
0.91%
Worst month
-0.98%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.