Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
5.91%
3 year
-1.39%
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
60 months through Aug. 31, 2024Volatility (ann.)
9.18%
Sharpe
-0.15
Sortino
-0.24
Max drawdown
-14.44%
Best month
7.82%
Worst month
-5.10%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.