Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
2.99%
3 year
0.31%
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
63 months through Sept. 30, 2024Volatility (ann.)
3.04%
Sharpe
-0.06
Sortino
-0.08
Max drawdown
-7.42%
Best month
6.65%
Worst month
-4.24%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.