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 | -0.19% | +0.76% | -1.85% | -2.12% | -6.11% | -9.25% | -4.39% | -6.91% | -2.90% | -2.72% |
| Market-price total return | -0.19% | +1.45% | +0.04% | +1.69% | -1.04% | -1.48% | +5.21% | +2.20% | +5.02% | +4.88% |
| NAV return | -0.17% | -1.08% | -1.33% | -1.25% | -4.43% | -6.10% | -3.41% | -4.07% | -2.46% | -2.12% |
| NAV total return | -0.17% | -0.50% | +0.37% | +2.19% | +0.20% | +1.14% | +5.86% | +4.76% | +4.95% | +5.07% |
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 | 0.12% | 0.03% | as above |
| Maximum drawdown, 3 years | -17.49% | -5.12% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.10 | 0.62 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.14 | 0.85 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.20 | — | 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 Floating-Rate Income Trust. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.