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 | +1.57% | -3.72% | -1.46% | +4.25% | +14.86% | +19.50% | +18.50% | +10.13% | -3.08% | -3.53% |
| Market-price total return | +1.57% | -3.13% | +0.39% | +8.17% | +21.47% | +28.92% | +28.23% | +19.95% | +6.82% | +5.36% |
| NAV return | +2.70% | -1.86% | -2.39% | +4.15% | +20.43% | +21.77% | +17.37% | +11.17% | -1.49% | -1.86% |
| NAV total return | +2.70% | -1.33% | -0.79% | +7.54% | +26.48% | +30.18% | +25.77% | +19.74% | +7.36% | +6.99% |
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 | 0.18% | 0.17% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.20% | 0.19% | as above |
| Volatility, 5 years | 0.23% | 0.21% | as above |
| Maximum drawdown, 3 years | -21.66% | -19.19% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 1.12 | 1.13 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 1.60 | 1.64 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.55 | — | SPY (U.S. equity ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.42 | — | 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 Kayne Anderson Energy Infrastructure 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.