Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
5.67%
3 year
2.94%
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.)
5.07%
Sharpe
0.76
Sortino
1.82
Max drawdown
-4.58%
Best month
5.60%
Worst month
-2.31%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.