Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
11.74%
3 year
3.22%
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
56 months through March 31, 2024Volatility (ann.)
11.84%
Sharpe
0.18
Sortino
0.27
Max drawdown
-18.08%
Best month
7.62%
Worst month
-11.01%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.