Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
7.24%
3 year
5.14%
5 year
6.11%
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
66 months through Jan. 31, 2025Volatility (ann.)
9.58%
Sharpe
0.57
Sortino
0.86
Max drawdown
-17.43%
Best month
7.94%
Worst month
-12.84%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.