Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-14.27%
3 year
-5.39%
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
58 months through Oct. 31, 2024Volatility (ann.)
7.47%
Sharpe
-0.38
Sortino
-0.51
Max drawdown
-20.56%
Best month
4.36%
Worst month
-5.61%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.