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 | +1.67% | -6.01% | -13.35% | -12.86% | -11.47% | -12.61% | -1.53% | -12.60% | -7.45% | -4.54% |
| Market-price total return | +2.15% | -5.56% | -12.17% | -10.55% | -7.58% | -7.99% | +3.51% | -8.13% | -2.80% | +1.12% |
| NAV return | +2.05% | -4.13% | -11.34% | -11.11% | -11.00% | -11.34% | -3.14% | -9.51% | -4.87% | -3.07% |
| NAV total return | +2.49% | -3.73% | -10.26% | -9.01% | -7.51% | -7.18% | +1.24% | -5.32% | -0.25% | +2.96% |
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 | 0.08% | 0.08% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.10% | 0.10% | as above |
| Volatility, 5 years | 0.13% | 0.10% | as above |
| Maximum drawdown, 3 years | -15.85% | -14.67% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | -0.01 | -0.23 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | -0.01 | -0.31 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 1.52 | — | MUB (U.S. municipal bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.63 | — | 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 PIMCO New York Municipal Income Fund II. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.