Average annual returns
No trailing-return data available for this share class.
Risk statistics
54 months through Dec. 31, 2023Volatility (ann.)
17.36%
Sharpe
-2.82
Sortino
-1.97
Max drawdown
-94.42%
Best month
4.58%
Worst month
-18.97%
Beta vs VTIAX
0.91
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.