Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
-3.45%
3 year
—
5 year
—
10 year
—
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2023 onward derived from N-PORT monthly returnsRisk statistics
28 months through Jan. 31, 2025Volatility (ann.)
4.43%
Sharpe
-1.47
Sortino
-1.52
Max drawdown
-14.80%
Best month
1.77%
Worst month
-2.93%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.