Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
10.39%
3 year
-0.66%
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
62 months through Sept. 30, 2024Volatility (ann.)
9.32%
Sharpe
0.15
Sortino
0.22
Max drawdown
-21.05%
Best month
5.80%
Worst month
-5.46%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.