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 | -1.45% | -2.02% | -4.77% | -3.42% | -8.62% | -10.07% | -5.75% | -8.02% | -3.18% | -2.89% |
| Market-price total return | -1.45% | -1.36% | -2.88% | +0.42% | -3.02% | -2.44% | +3.58% | +0.92% | +4.80% | +4.84% |
| NAV return | -0.17% | -1.10% | -1.18% | -0.76% | -4.32% | -5.25% | -3.27% | -3.97% | -2.35% | -2.11% |
| NAV total return | -0.17% | -0.52% | +0.57% | +2.72% | +0.89% | +1.94% | +5.86% | +4.86% | +5.18% | +5.21% |
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 | 0.09% | 0.02% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.11% | 0.03% | as above |
| Volatility, 5 years | 0.13% | 0.03% | as above |
| Maximum drawdown, 3 years | -18.31% | -4.87% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | -0.02 | 0.50 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | -0.03 | 0.70 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.18 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.09 | — | 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 Eaton Vance Senior Floating-Rate Trust. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.