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 | +1.97% | -4.00% | -11.34% | -6.01% | -1.40% | -1.70% | +0.37% | -1.68% | -0.30% | -0.41% |
| Market-price total return | +1.97% | -3.34% | -9.66% | -2.48% | +4.25% | +5.95% | +8.81% | +6.20% | +7.36% | +7.52% |
| NAV return | +2.90% | -1.07% | -8.51% | -9.68% | +1.20% | -3.55% | +6.87% | -0.22% | -0.09% | -0.48% |
| NAV total return | +2.90% | -0.34% | -6.59% | -5.98% | +7.42% | +4.52% | +16.61% | +8.82% | +8.70% | +8.27% |
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% | 0.13% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.14% | 0.16% | as above |
| Volatility, 5 years | 0.15% | 0.17% | as above |
| Maximum drawdown, 3 years | -14.70% | -12.74% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.35 | 0.76 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.50 | 1.09 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.73 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.26 | — | 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 DNP Select Income 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.