Diversified Equity Master Portfolio
Master Investment Portfolio

Average annual returns

No trailing-return data available for this share class.

Risk statistics

81 months through March 31, 2026
Volatility (ann.)
12.28%
Sharpe
1.54
Sortino
3.14
Max drawdown
-24.80%
Best month
13.61%
Worst month
-8.96%
Beta vs VTSAX
0.97
Correlation
1.00

Derived from N-PORT monthly total returns; distinct from the prospectus returns above.

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