Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-0.21%
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.)
17.02%
Sharpe
0.48
Sortino
0.85
Max drawdown
-12.73%
Best month
10.19%
Worst month
-6.34%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.