Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
14.23%
3 year
1.71%
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.)
12.66%
Sharpe
0.22
Sortino
0.32
Max drawdown
-22.06%
Best month
7.90%
Worst month
-9.30%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.