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 | -2.60% | +389.49% | +377.39% | +365.86% | +345.87% | +338.64% | +64.06% | +26.03% | +10.02% | +3.78% |
| Market-price total return | -2.60% | +393.05% | +387.70% | +382.19% | +384.92% | +383.06% | +78.54% | +38.90% | +21.08% | +12.95% |
| NAV return | +0.28% | -1.36% | -4.92% | -6.45% | -8.23% | -9.38% | -3.72% | -7.88% | -6.29% | -2.70% |
| NAV total return | +0.28% | -1.23% | -4.53% | -5.84% | -6.74% | -7.68% | -2.14% | -6.15% | -4.55% | -1.25% |
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 | 4.02% | 0.05% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 2.32% | 0.06% | as above |
| Volatility, 5 years | 1.80% | 0.06% | as above |
| Maximum drawdown, 3 years | -7.24% | -12.49% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.58 | -1.13 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 17.16 | -1.48 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | -0.34 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | -0.01 | — | 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 Aberdeen Government Markets 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.