Returns
| Series | 1 week | 1 month | 3 months | 6 months | YTD | 1 year | 3 years (ann.) | 5 years (ann.) | 10 years (ann.) | Since inception (ann.) |
|---|---|---|---|---|---|---|---|---|---|---|
| Market-price return | -0.79% | -6.78% | -11.68% | -9.04% | -15.26% | -17.19% | -3.52% | -7.36% | -2.51% | -4.05% |
| Market-price total return | -0.79% | -5.90% | -9.21% | -3.97% | -8.16% | -7.95% | +6.65% | +2.23% | +6.86% | +4.89% |
| NAV return | -0.23% | -2.69% | -3.49% | -3.91% | -9.21% | -10.15% | -2.34% | -4.92% | -2.69% | -2.73% |
| NAV total return | -0.23% | -1.87% | -1.03% | +1.02% | -2.20% | -0.92% | +7.50% | +4.25% | +5.81% | +5.47% |
Performance through Oct 14, 2026. Price and NAV returns are simple changes; total returns reinvest each distribution at the series value on its ex-date (first observation on/after). Periods of one year or less are cumulative; longer periods are annualised. Series are built from unadjusted prices plus the distribution record so no distribution is counted twice. Corporate actions: the vendor price series is split-adjusted; rights offerings and mergers are not restated — check Corporate Actions.
Growth of $10,000, five years
Risk statistics
| Statistic | Market price | NAV | Specification |
|---|---|---|---|
| Volatility, 1 year | 0.10% | 0.03% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.12% | 0.03% | as above |
| Volatility, 5 years | 0.14% | 0.04% | as above |
| Maximum drawdown, 3 years | -19.78% | -5.21% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.20 | 0.93 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.27 | 1.25 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.44 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.18 | — | as above |
| Observations (3y) | 751 | — | minimum 60; rankings require 500 |
Market-price and NAV volatility are different quantities and are never mixed. NAV volatility for funds holding stale-marked or illiquid assets can understate economic risk.
CEF Explorer research page for Ares Dynamic Credit Allocation Fund, Inc.. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.