Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
5.03%
3 year
-4.76%
5 year
2.79%
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.)
20.04%
Sharpe
-0.13
Sortino
-0.19
Max drawdown
-30.90%
Best month
10.66%
Worst month
-12.46%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.