Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
47.97%
3 year
-4.30%
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
2020 onward derived from N-PORT monthly returnsRisk statistics
63 months through Sept. 30, 2024Volatility (ann.)
25.22%
Sharpe
-0.10
Sortino
-0.14
Max drawdown
-52.36%
Best month
14.93%
Worst month
-17.50%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.