Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-12.25%
3 year
—
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
2023 onward derived from N-PORT monthly returnsRisk statistics
28 months through Jan. 31, 2025Volatility (ann.)
16.95%
Sharpe
-0.28
Sortino
-0.41
Max drawdown
-20.99%
Best month
9.09%
Worst month
-7.42%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.