Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
4.50%
3 year
-4.78%
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
54 months through Jan. 31, 2024Volatility (ann.)
7.31%
Sharpe
-0.63
Sortino
-0.83
Max drawdown
-20.28%
Best month
4.54%
Worst month
-4.44%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.