Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
8.69%
3 year
-0.82%
5 year
2.64%
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
66 months through Jan. 31, 2025Volatility (ann.)
13.73%
Sharpe
0.04
Sortino
0.05
Max drawdown
-24.70%
Best month
12.14%
Worst month
-14.93%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.