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 | -0.93% | -5.84% | -8.59% | -10.89% | -13.50% | -15.96% | -3.44% | -10.18% | -7.74% | -4.49% |
| Market-price total return | -0.93% | -4.77% | -5.57% | -4.99% | -4.93% | -4.81% | +8.26% | +0.82% | +3.06% | +5.05% |
| NAV return | +0.16% | -2.23% | -3.91% | -5.39% | -7.25% | -8.77% | -3.91% | -7.67% | — | -7.43% |
| NAV total return | +0.16% | -1.26% | -1.06% | +0.26% | +1.10% | +2.23% | +6.74% | +2.59% | — | +2.63% |
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% | 0.03% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.10% | 0.03% | as above |
| Volatility, 5 years | 0.11% | 0.04% | as above |
| Maximum drawdown, 3 years | -11.58% | -3.76% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.41 | 0.73 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.57 | 1.02 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.49 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.25 | — | 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 Franklin Ltd Duration 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.