Returns
| Series | 1 week | 1 month | 3 months | 6 months | YTD | 1 year | 3 years (ann.) | 5 years (ann.) | 10 years | Since inception (ann.) |
|---|---|---|---|---|---|---|---|---|---|---|
| Market-price return | -2.28% | -5.16% | -12.88% | -12.97% | -13.46% | -16.66% | -0.30% | -7.82% | — | -6.54% |
| Market-price total return | -1.51% | -4.41% | -10.91% | -9.14% | -7.13% | -9.33% | +8.36% | +0.28% | — | +1.25% |
| NAV return | -0.36% | -2.83% | -5.92% | -6.96% | -8.56% | -8.42% | +1.30% | -5.80% | — | -4.59% |
| NAV total return | +0.33% | -2.15% | -4.00% | -3.19% | -2.38% | -0.99% | +9.53% | +1.85% | — | +2.91% |
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 | 0.11% | 0.04% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.12% | 0.04% | as above |
| Volatility, 5 years | 0.15% | 0.07% | as above |
| Maximum drawdown, 3 years | -13.01% | -5.77% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.33 | 1.11 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.46 | 1.58 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.82 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.34 | — | 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 Tax-Advantaged Preferred Securities & 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.