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 | -0.82% | -1.23% | -3.22% | -3.99% | -8.73% | -11.42% | -6.57% | -7.49% | -2.76% | -2.67% |
| Market-price total return | -0.16% | -0.57% | -1.29% | -0.19% | -2.31% | -3.80% | +2.68% | +1.57% | +5.09% | +4.81% |
| NAV return | -0.18% | -0.53% | -0.71% | 0.00% | -4.28% | -4.44% | -2.97% | -4.29% | -2.18% | -1.83% |
| NAV total return | -0.18% | -0.53% | +0.44% | +2.87% | +1.09% | +2.27% | +6.11% | +4.44% | +5.10% | +5.02% |
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 | 0.08% | 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 | -16.86% | -4.95% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | -0.09 | 0.63 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | -0.13 | 0.87 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.15 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.07 | — | 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 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.