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 | +0.26% | +0.39% | -4.12% | -5.88% | -6.91% | -7.91% | -0.26% | -6.56% | -3.16% | -1.51% |
| Market-price total return | +0.26% | +0.84% | -2.83% | -3.34% | -3.14% | -2.94% | +4.97% | -1.86% | +1.62% | +3.91% |
| NAV return | +0.18% | -1.54% | -3.89% | -5.37% | -5.85% | -6.96% | +0.32% | -5.19% | -2.33% | -0.81% |
| NAV total return | +0.18% | -1.13% | -2.67% | -2.99% | -2.31% | -2.29% | +5.34% | -0.63% | +2.40% | +4.55% |
Performance through Oct 15, 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 | 0.09% | 0.04% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.09% | 0.05% | as above |
| Volatility, 5 years | 0.11% | 0.07% | as above |
| Maximum drawdown, 3 years | -10.37% | -5.71% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.06 | 0.18 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.09 | 0.26 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.77 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.45 | — | as above |
| Observations (3y) | 752 | — | 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 Investment Grade Opportunity Trust Inc.. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.