Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
5.05%
3 year
0.15%
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 Oct. 31, 2024Volatility (ann.)
2.11%
Sharpe
0.83
Sortino
1.18
Max drawdown
-5.82%
Best month
3.97%
Worst month
-5.78%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.