Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
6.63%
3 year
1.23%
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 Nov. 30, 2024Volatility (ann.)
2.55%
Sharpe
1.00
Sortino
1.73
Max drawdown
-8.80%
Best month
2.66%
Worst month
-8.80%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.