Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
1.21%
3 year
-7.22%
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
61 months through Oct. 31, 2024Volatility (ann.)
8.00%
Sharpe
-0.56
Sortino
-0.74
Max drawdown
-24.70%
Best month
4.78%
Worst month
-6.52%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.