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 | -1.56% | -5.18% | -11.60% | -13.19% | -16.95% | -17.86% | -2.28% | -9.04% | -4.79% | -3.86% |
| Market-price total return | -0.76% | -4.41% | -9.49% | -9.06% | -10.38% | -10.05% | +7.13% | +0.35% | +4.12% | +5.12% |
| NAV return | +0.10% | -1.64% | -4.29% | -5.88% | -8.48% | -8.31% | -1.55% | -6.36% | -4.40% | -2.88% |
| NAV total return | +0.10% | -1.64% | -2.94% | -2.53% | -2.54% | -0.98% | +7.07% | +2.53% | +3.73% | +5.45% |
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% | 0.04% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.11% | 0.04% | as above |
| Volatility, 5 years | 0.13% | 0.05% | as above |
| Maximum drawdown, 3 years | -12.07% | -4.01% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.29 | 0.63 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.41 | 0.89 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.71 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.34 | — | 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 Ltd Duration Income Fund. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.