Average annual returns
Through 2021 · incl. N-PORT-derived 20211 year
3.11%
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
2020 onward derived from N-PORT monthly returnsRisk statistics
35 months through Nov. 30, 2022Volatility (ann.)
7.71%
Sharpe
0.09
Sortino
0.11
Max drawdown
-11.53%
Best month
4.03%
Worst month
-10.39%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.