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 | 0.00% | -3.08% | -8.71% | -10.20% | -11.29% | -14.06% | +1.24% | -7.68% | -4.15% | -3.31% |
| Market-price total return | +0.81% | -2.30% | -6.59% | -6.10% | -5.21% | -6.24% | +10.12% | +0.52% | +4.58% | +6.46% |
| NAV return | -0.78% | -3.04% | -4.85% | -6.25% | -7.27% | -7.27% | +0.66% | -4.86% | -3.09% | -5.41% |
| NAV total return | -0.10% | -2.38% | -2.93% | -2.48% | -1.67% | +0.22% | +8.62% | +2.72% | +4.97% | +4.95% |
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 | 0.12% | 0.04% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.13% | 0.05% | as above |
| Volatility, 5 years | 0.15% | 0.07% | as above |
| Maximum drawdown, 3 years | -11.81% | -4.81% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.47 | 0.79 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.66 | 1.16 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.66 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.27 | — | 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 BNY Mellon High Yield Strategies Fund. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.