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 | -0.87% | -9.59% | -14.74% | -14.98% | -14.02% | -10.74% | +4.54% | -7.72% | -2.04% | -1.68% |
| Market-price total return | -0.87% | -8.71% | -12.33% | -10.19% | -6.72% | -0.53% | +16.56% | +2.58% | +7.88% | +9.67% |
| NAV return | +0.77% | -3.06% | -6.12% | -7.28% | -7.12% | -5.18% | +3.27% | -6.02% | -5.32% | +0.05% |
| NAV total return | +0.77% | -2.20% | -3.62% | -2.35% | +0.34% | +5.08% | +14.18% | +3.47% | +3.15% | +7.90% |
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 | 0.14% | 0.05% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.13% | 0.06% | as above |
| Volatility, 5 years | 0.16% | 0.07% | as above |
| Maximum drawdown, 3 years | -13.33% | -7.10% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.91 | 1.54 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 1.27 | 2.37 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 1.09 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.41 | — | 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 Emerging Markets Debt 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.