Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
-44.33%
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
2022 onward derived from N-PORT monthly returnsRisk statistics
34 months through April 30, 2024Volatility (ann.)
58.20%
Sharpe
-0.67
Sortino
-0.91
Max drawdown
-79.49%
Best month
35.19%
Worst month
-26.99%
Beta vs VTSAX
2.19
Correlation
0.69
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.