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 | +2.36% | -2.55% | -10.74% | -14.26% | -13.56% | -20.40% | -3.38% | -9.77% | -9.05% | -4.35% |
| Market-price total return | +2.36% | -1.32% | -7.50% | -8.17% | -4.36% | -9.00% | +10.18% | +1.81% | +2.65% | +7.73% |
| NAV return | -0.28% | -2.09% | -4.87% | -6.93% | -7.96% | -9.59% | -3.44% | -7.06% | -6.87% | -3.43% |
| NAV total return | -0.28% | -1.01% | -1.73% | -0.78% | +1.19% | +2.66% | +9.58% | +4.14% | +5.26% | +8.86% |
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% | 0.02% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.10% | 0.03% | as above |
| Volatility, 5 years | 0.13% | 0.03% | as above |
| Maximum drawdown, 3 years | -12.21% | -2.80% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.60 | 1.86 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.86 | 2.82 | 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 | 0.22 | — | 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 Western Asset Mortgage Opportunity 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.