Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
14.03%
3 year
1.66%
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
54 months through Jan. 31, 2024Volatility (ann.)
12.32%
Sharpe
0.14
Sortino
0.21
Max drawdown
-21.70%
Best month
8.06%
Worst month
-12.04%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.