Average annual returns
No trailing-return data available for this share class.
Risk statistics
54 months through Dec. 31, 2023Volatility (ann.)
16.04%
Sharpe
-3.00
Sortino
-2.01
Max drawdown
-93.81%
Best month
4.49%
Worst month
-16.84%
Beta vs VTIAX
0.88
Correlation
0.92
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.