Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
13.37%
3 year
2.84%
5 year
8.33%
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
66 months through Jan. 31, 2025Volatility (ann.)
16.17%
Sharpe
0.37
Sortino
0.56
Max drawdown
-26.34%
Best month
11.66%
Worst month
-13.56%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.