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 | -1.23% | -5.85% | -11.54% | -13.44% | -13.21% | -15.49% | -4.17% | -9.32% | -4.34% | -3.40% |
| Market-price total return | -1.23% | -4.83% | -8.76% | -8.07% | -5.15% | -4.99% | +7.14% | +0.47% | +4.70% | +5.72% |
| NAV return | -0.27% | -2.62% | -4.63% | -6.78% | -7.48% | -8.85% | -3.35% | -7.31% | -4.00% | -3.73% |
| NAV total return | -0.27% | -1.71% | -1.94% | -1.52% | +0.39% | +1.55% | +7.31% | +1.91% | +4.27% | +4.98% |
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 | 0.10% | 0.03% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.11% | 0.04% | as above |
| Volatility, 5 years | 0.13% | 0.05% | as above |
| Maximum drawdown, 3 years | -13.29% | -4.24% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.27 | 0.64 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.37 | 0.98 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.44 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.20 | — | 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 Western Asset High Income 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.