Average annual returns
No trailing-return data available for this share class.
Risk statistics
28 months through Dec. 31, 2023Volatility (ann.)
77.08%
Sharpe
-1.13
Sortino
-1.07
Max drawdown
-99.12%
Best month
29.80%
Worst month
-83.42%
Beta vs VTSAX
-2.32
Correlation
-0.59
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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