Average annual returns
No trailing-return data available for this share class.
Risk statistics
54 months through Dec. 31, 2023Volatility (ann.)
43.61%
Sharpe
-0.86
Sortino
-1.07
Max drawdown
-89.50%
Best month
47.80%
Worst month
-24.69%
Beta vs VTSAX
1.35
Correlation
0.55
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.