Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
10.77%
3 year
4.50%
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
2021 onward derived from N-PORT monthly returnsRisk statistics
55 months through Sept. 30, 2024Volatility (ann.)
4.89%
Sharpe
1.05
Sortino
3.07
Max drawdown
-2.25%
Best month
5.60%
Worst month
-1.92%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.