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 | -0.99% | -4.83% | -10.16% | -9.15% | -7.80% | -10.59% | -1.22% | -5.48% | -1.09% | -0.55% |
| Market-price total return | -0.99% | -4.45% | -9.13% | -7.08% | -4.63% | -6.49% | +3.01% | -1.53% | +2.78% | +3.77% |
| NAV return | +1.36% | -2.46% | -6.20% | -6.20% | -6.14% | -6.53% | -0.85% | -3.75% | -1.43% | -0.40% |
| NAV total return | +1.36% | -2.08% | -5.13% | -4.05% | -2.91% | -2.23% | +3.41% | +0.24% | +2.37% | +4.26% |
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 | 0.09% | 0.04% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.09% | 0.05% | as above |
| Volatility, 5 years | 0.11% | 0.04% | as above |
| Maximum drawdown, 3 years | -9.75% | -7.21% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | -0.10 | -0.16 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | -0.14 | -0.21 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.83 | — | MUB (U.S. municipal bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.37 | — | 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 Select Tax Free Income Portfolio. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.