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 | -0.56% | -2.98% | -9.84% | -9.11% | -6.29% | -5.72% | +6.98% | -2.52% | +0.36% | -2.41% |
| Market-price total return | +0.13% | -2.30% | -8.03% | -5.50% | -0.11% | +1.85% | +16.27% | +6.28% | +9.34% | +6.43% |
| NAV return | -0.08% | -2.22% | -6.59% | -5.13% | -3.41% | -1.70% | +8.40% | -1.85% | -0.19% | -2.10% |
| NAV total return | +0.60% | -1.56% | -4.75% | -1.39% | +3.01% | +6.25% | +18.04% | +7.15% | +8.62% | +6.41% |
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 | 0.15% | 0.13% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.15% | 0.11% | as above |
| Volatility, 5 years | 0.18% | 0.12% | as above |
| Maximum drawdown, 3 years | -18.56% | -12.75% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.77 | 1.21 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 1.15 | 1.70 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 1.04 | — | AOR (60/40 allocation ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.64 | — | 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 Cohen & Steers Closed-End 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.