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% | -4.91% | -11.20% | -9.45% | -11.24% | -11.87% | +3.84% | -7.31% | -2.63% | -2.04% |
| Market-price total return | -0.89% | -4.25% | -9.44% | -5.91% | -5.45% | -4.97% | +12.16% | +0.57% | +5.33% | +5.99% |
| NAV return | -0.24% | -2.22% | -4.59% | -4.81% | -5.99% | -5.36% | +3.60% | -4.05% | -2.10% | -0.83% |
| NAV total return | +0.38% | -1.61% | -2.86% | -1.35% | -0.28% | +1.57% | +11.37% | +3.62% | +5.56% | +6.90% |
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% | 0.04% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.11% | 0.04% | as above |
| Volatility, 5 years | 0.14% | 0.07% | as above |
| Maximum drawdown, 3 years | -12.04% | -5.88% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.66 | 1.69 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.94 | 2.38 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.80 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.36 | — | 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 Cohen & Steers Ltd Duration Preferred & Income 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.