Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
6.07%
3 year
-3.81%
5 year
3.83%
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.)
20.07%
Sharpe
-0.08
Sortino
-0.12
Max drawdown
-29.65%
Best month
10.76%
Worst month
-12.39%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.