Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
11.81%
3 year
0.74%
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
2020 onward derived from N-PORT monthly returnsRisk statistics
64 months through Nov. 30, 2024Volatility (ann.)
10.69%
Sharpe
0.17
Sortino
0.24
Max drawdown
-19.44%
Best month
6.14%
Worst month
-7.24%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.