Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
0.39%
3 year
-1.16%
5 year
0.03%
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.)
5.96%
Sharpe
-0.10
Sortino
-0.16
Max drawdown
-11.04%
Best month
4.68%
Worst month
-2.66%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.