Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
19.24%
3 year
3.96%
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.)
16.71%
Sharpe
0.24
Sortino
0.37
Max drawdown
-26.21%
Best month
12.26%
Worst month
-16.95%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.