Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
19.10%
3 year
4.61%
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.)
16.67%
Sharpe
0.33
Sortino
0.50
Max drawdown
-26.45%
Best month
11.64%
Worst month
-13.60%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.