Returns
| Series | 1 week | 1 month | 3 months | 6 months | YTD | 1 year | 3 years (ann.) | 5 years (ann.) | 10 years | Since inception (ann.) |
|---|---|---|---|---|---|---|---|---|---|---|
| Market-price return | 0.00% | -4.35% | -7.33% | -7.84% | -10.07% | -9.31% | -0.36% | -6.72% | — | -6.82% |
| Market-price total return | 0.00% | -3.45% | -4.75% | -2.69% | -2.51% | +0.95% | +10.60% | +2.74% | — | +1.75% |
| NAV return | -0.23% | -2.18% | -4.48% | -5.45% | -6.54% | -6.88% | -1.73% | -7.00% | — | -5.83% |
| NAV total return | -0.23% | -1.33% | -1.99% | -0.50% | +0.83% | +2.99% | +8.23% | +1.56% | — | +2.18% |
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% | 0.03% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.09% | 0.04% | as above |
| Volatility, 5 years | 0.11% | 0.04% | as above |
| Maximum drawdown, 3 years | -6.11% | -7.44% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.65 | 0.89 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.92 | 1.18 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.30 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.17 | — | 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 Angel Oak Financial Strategies Income Term Trust. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.