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 | -0.16% | -7.97% | -3.97% | +1.91% | +12.56% | +17.10% | +16.02% | +15.42% | -2.44% | -4.39% |
| Market-price total return | -0.16% | -7.25% | -1.92% | +6.33% | +20.00% | +27.94% | +26.32% | +24.96% | +3.45% | -0.16% |
| NAV return | +2.30% | -2.68% | -1.98% | +4.75% | +19.07% | +24.31% | +16.04% | +13.67% | +5.16% | +1.33% |
| NAV total return | +2.30% | -1.98% | -0.08% | +8.80% | +26.14% | +34.71% | +25.32% | +21.90% | +11.41% | +6.24% |
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 | 0.17% | 0.17% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.20% | 0.19% | as above |
| Volatility, 5 years | 0.26% | 0.25% | as above |
| Maximum drawdown, 3 years | -18.81% | -17.60% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 1.02 | 1.04 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 1.46 | 1.46 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.51 | — | SPY (U.S. equity ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.38 | — | 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 ClearBridge Energy Midstream Opportunity 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.