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 | -1.38% | -6.21% | -9.65% | -10.41% | -14.52% | -14.41% | +1.01% | -5.83% | -3.52% | -4.67% |
| Market-price total return | -1.38% | -5.37% | -7.26% | -5.59% | -7.61% | -5.21% | +13.20% | +4.84% | +6.94% | +5.64% |
| NAV return | -0.35% | -3.06% | -4.68% | -4.42% | -6.30% | -7.76% | -0.30% | -4.50% | -3.50% | -3.68% |
| NAV total return | -0.35% | -2.25% | -2.29% | +0.41% | +0.86% | +1.71% | +11.18% | +5.59% | +6.18% | +6.04% |
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 | 0.11% | 0.05% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.12% | 0.05% | as above |
| Volatility, 5 years | 0.13% | 0.05% | as above |
| Maximum drawdown, 3 years | -16.88% | -6.57% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.74 | 1.35 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.99 | 1.84 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.74 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.31 | — | 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 Barings Global Short Duration High Yield Fund. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.