Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
41.10%
3 year
-17.53%
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
54 months through Dec. 31, 2023Volatility (ann.)
31.17%
Sharpe
-0.56
Sortino
-0.79
Max drawdown
-65.93%
Best month
26.47%
Worst month
-18.03%
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.