Average annual returns
Through 2020 · incl. N-PORT-derived 20201 year
7.34%
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
2020 onward derived from N-PORT monthly returnsRisk statistics
66 months through Jan. 31, 2025Volatility (ann.)
7.89%
Sharpe
-0.31
Sortino
-0.42
Max drawdown
-18.54%
Best month
4.61%
Worst month
-4.50%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.