Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
5.51%
3 year
-0.49%
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.)
6.17%
Sharpe
-0.06
Sortino
-0.09
Max drawdown
-11.41%
Best month
4.88%
Worst month
-3.94%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.