Average annual returns
Through 2022 · incl. N-PORT-derived 20221 year
-13.54%
3 year
2.03%
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
2020 onward derived from N-PORT monthly returnsRisk statistics
45 months through April 30, 2023Volatility (ann.)
9.33%
Sharpe
0.67
Sortino
1.04
Max drawdown
-16.29%
Best month
5.82%
Worst month
-10.53%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.