Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
191.06%
3 year
40.03%
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
57 months through March 31, 2024Volatility (ann.)
126.49%
Sharpe
0.30
Sortino
2.95
Max drawdown
-28.94%
Best month
216.68%
Worst month
-14.35%
Beta vs VTIAX
1.65
Correlation
0.22
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.