Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
5.58%
3 year
2.90%
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.)
5.09%
Sharpe
0.73
Sortino
1.75
Max drawdown
-4.72%
Best month
5.64%
Worst month
-2.26%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.