Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
8.66%
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
2023 onward derived from N-PORT monthly returnsRisk statistics
30 months through Aug. 31, 2024Volatility (ann.)
16.05%
Sharpe
0.25
Sortino
0.39
Max drawdown
-19.44%
Best month
8.82%
Worst month
-9.33%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.