Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
17.27%
3 year
3.06%
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.)
15.08%
Sharpe
0.29
Sortino
0.43
Max drawdown
-24.91%
Best month
9.67%
Worst month
-11.43%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.