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 | -2.74% | -5.25% | -7.86% | -1.60% | +0.77% | -3.78% | +14.86% | -2.48% | +3.75% | +1.86% |
| Market-price total return | -2.74% | -3.53% | -6.19% | +1.63% | +5.80% | +4.69% | +23.00% | +5.45% | +11.48% | +8.73% |
| NAV return | -2.93% | -3.07% | -5.56% | -0.22% | +7.94% | -2.23% | +15.50% | -1.84% | +3.71% | +2.39% |
| NAV total return | -2.93% | -1.51% | -4.04% | +2.66% | +12.71% | +5.39% | +22.68% | +5.30% | +10.69% | +9.21% |
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 | 0.20% | 0.21% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.17% | 0.17% | as above |
| Volatility, 5 years | 0.18% | 0.17% | as above |
| Maximum drawdown, 3 years | -16.84% | -15.96% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 1.06 | 1.04 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 1.50 | 1.49 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.69 | — | SPY (U.S. equity ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.62 | — | 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 Ellsworth Growth & Income Fund Ltd. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.