Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-14.95%
3 year
-1.43%
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
47 months through July 31, 2023Volatility (ann.)
7.86%
Sharpe
-0.49
Sortino
-0.64
Max drawdown
-18.38%
Best month
5.47%
Worst month
-4.64%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.