Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
7.17%
3 year
3.02%
5 year
3.79%
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
60 months through Dec. 31, 2024Volatility (ann.)
15.69%
Sharpe
0.19
Sortino
0.29
Max drawdown
-27.11%
Best month
13.01%
Worst month
-9.52%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.