Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
10.49%
3 year
—
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
2023 onward derived from N-PORT monthly returnsRisk statistics
34 months through Dec. 31, 2024Volatility (ann.)
19.21%
Sharpe
0.22
Sortino
0.35
Max drawdown
-20.88%
Best month
14.09%
Worst month
-11.15%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.