Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
7.92%
3 year
-2.83%
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
63 months through Oct. 31, 2024Volatility (ann.)
7.75%
Sharpe
-0.12
Sortino
-0.18
Max drawdown
-17.55%
Best month
4.66%
Worst month
-4.01%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.