Average annual returns
No trailing-return data available for this share class.
Risk statistics
33 months through Nov. 30, 2022Volatility (ann.)
59.16%
Sharpe
-0.55
Sortino
-0.86
Max drawdown
-85.74%
Best month
55.84%
Worst month
-25.28%
Beta vs VTIAX
1.78
Correlation
0.62
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.