Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
1.55%
3 year
-0.78%
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
36 months through Dec. 31, 2024Volatility (ann.)
6.38%
Sharpe
-0.12
Sortino
-0.18
Max drawdown
-11.87%
Best month
4.56%
Worst month
-3.71%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.