Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
9.59%
3 year
3.99%
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.)
3.93%
Sharpe
1.03
Sortino
1.59
Max drawdown
-12.41%
Best month
3.69%
Worst month
-11.02%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.