Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
5.73%
3 year
-4.07%
5 year
3.55%
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 March 31, 2025Volatility (ann.)
20.08%
Sharpe
-0.10
Sortino
-0.14
Max drawdown
-29.96%
Best month
10.69%
Worst month
-12.41%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.