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 | 0.00% | -4.10% | -8.75% | -9.40% | -11.83% | -13.22% | +5.95% | -8.38% | -3.23% | -1.51% |
| Market-price total return | 0.00% | -3.46% | -6.96% | -5.89% | -6.77% | -6.45% | +13.75% | -1.47% | +3.96% | +7.01% |
| NAV return | +0.40% | -2.69% | -4.94% | -5.49% | -6.54% | -6.69% | +4.56% | -4.97% | -1.57% | -1.35% |
| NAV total return | +0.40% | -2.12% | -3.27% | -2.21% | -1.69% | -0.09% | +11.47% | +1.63% | +5.41% | +6.74% |
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% | 0.04% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.10% | 0.05% | as above |
| Volatility, 5 years | 0.14% | 0.07% | as above |
| Maximum drawdown, 3 years | -10.16% | -5.44% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.87 | 1.45 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 1.23 | 2.11 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.66 | — | AOR (60/40 allocation ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.59 | — | 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 Flaherty & Crumrine Total Return 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.