Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-14.21%
3 year
-3.24%
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
51 months through Sept. 30, 2023Volatility (ann.)
6.57%
Sharpe
-0.82
Sortino
-1.00
Max drawdown
-19.24%
Best month
3.98%
Worst month
-4.54%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.