Average annual returns
Through 20241 year
-31.00%
3 year
-26.91%
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
Risk statistics
44 months through May 31, 2025Volatility (ann.)
31.73%
Sharpe
-0.80
Sortino
-0.98
Max drawdown
-70.74%
Best month
18.78%
Worst month
-18.57%
Beta vs VTIAX
-0.06
Correlation
-0.03
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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