Average annual returns
Through 2021 · incl. N-PORT-derived 20211 year
0.78%
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
2021 onward derived from N-PORT monthly returnsRisk statistics
24 months through Feb. 28, 2022Volatility (ann.)
13.72%
Sharpe
0.39
Sortino
0.51
Max drawdown
-14.49%
Best month
6.58%
Worst month
-14.49%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.