Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
1.88%
3 year
-1.23%
5 year
0.36%
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
75 months through Sept. 30, 2025Volatility (ann.)
7.70%
Sharpe
0.57
Sortino
1.19
Max drawdown
-17.85%
Best month
7.46%
Worst month
-5.40%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.