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 | -1.78% | -4.26% | -16.16% | -18.08% | -24.22% | -25.34% | -6.30% | -13.71% | -7.92% | -15.00% |
| Market-price total return | -1.78% | -2.43% | -11.69% | -9.41% | -12.14% | -9.54% | +11.41% | +3.27% | +10.82% | -3.46% |
| NAV return | +1.31% | +0.82% | -3.59% | +7.12% | -5.37% | -7.50% | +0.27% | -8.54% | -6.98% | -8.91% |
| NAV total return | +1.31% | +2.75% | +1.99% | +19.97% | +11.91% | +15.32% | +22.92% | +13.69% | +15.53% | +9.36% |
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 | 0.17% | 0.38% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.22% | 0.41% | as above |
| Volatility, 5 years | 0.25% | 0.33% | as above |
| Maximum drawdown, 3 years | -29.65% | -14.59% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.46 | 0.86 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.61 | 1.40 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 1.26 | — | AOR (60/40 allocation ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.55 | — | 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 Cornerstone Total Return 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.