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 | +0.12% | -3.99% | -20.40% | -24.96% | -32.76% | -41.80% | -13.74% | -15.80% | -7.74% | -4.26% |
| Market-price total return | +0.12% | -1.97% | -15.91% | -16.77% | -21.98% | -29.62% | +0.96% | -2.50% | +4.90% | +7.84% |
| NAV return | +0.30% | -2.64% | -6.30% | -8.95% | -12.47% | -14.27% | -5.35% | -10.11% | -6.06% | -3.33% |
| NAV total return | +0.30% | -0.87% | -1.23% | +0.97% | +1.93% | +4.69% | +13.80% | +7.13% | +9.01% | +10.14% |
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 | 0.21% | 0.04% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.19% | 0.05% | as above |
| Volatility, 5 years | 0.19% | 0.06% | as above |
| Maximum drawdown, 3 years | -32.36% | -5.29% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.07 | 1.92 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.10 | 2.85 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.83 | — | AOR (60/40 allocation ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.41 | — | 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 Guggenheim Strategic Opportunities Fund. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.