Average annual returns
Through 2021 · incl. N-PORT-derived 20211 year
9.19%
3 year
—
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
33 months through Sept. 30, 2022Volatility (ann.)
15.01%
Sharpe
-0.08
Sortino
-0.10
Max drawdown
-16.84%
Best month
7.05%
Worst month
-15.32%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.