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 | +0.14% | -3.05% | -5.56% | -4.33% | -6.77% | -8.64% | -2.88% | -6.45% | -3.99% | -2.96% |
| Market-price total return | +0.14% | -2.04% | -2.62% | +1.76% | +2.41% | +3.65% | +9.25% | +4.33% | +5.10% | +5.41% |
| NAV return | -0.24% | -1.92% | -2.39% | -2.73% | -5.21% | -6.30% | -3.45% | -4.95% | -3.37% | -2.43% |
| NAV total return | -0.24% | -0.99% | +0.39% | +2.86% | +3.20% | +5.06% | +7.70% | +5.12% | +5.04% | +5.26% |
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% | 0.02% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.11% | 0.03% | as above |
| Volatility, 5 years | 0.13% | 0.04% | as above |
| Maximum drawdown, 3 years | -15.31% | -6.51% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.46 | 1.07 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.63 | 1.43 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.36 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.16 | — | 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 Nuveen Floating Rate Income Fund. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.