Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
5.24%
3 year
-2.52%
5 year
0.32%
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 Dec. 31, 2024Volatility (ann.)
10.57%
Sharpe
-0.24
Sortino
-0.34
Max drawdown
-22.10%
Best month
6.95%
Worst month
-9.45%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.