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 | -2.20% | 0.00% | -6.84% | -7.37% | -12.03% | -34.40% | -1.90% | -7.99% | -6.86% | -4.00% |
| Market-price total return | -1.41% | +0.80% | -4.64% | -3.06% | -5.30% | -28.56% | +6.84% | +1.19% | +2.09% | +6.25% |
| NAV return | -0.46% | -2.70% | -5.47% | -5.68% | -8.28% | -6.49% | +2.17% | -7.51% | -5.75% | -4.22% |
| NAV total return | +0.46% | -1.80% | -2.89% | -0.53% | +0.12% | +3.83% | +15.04% | +4.55% | +5.83% | +7.87% |
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 | 0.24% | 0.05% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.26% | 0.05% | as above |
| Volatility, 5 years | 0.25% | 0.06% | as above |
| Maximum drawdown, 3 years | -33.10% | -5.46% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.26 | 2.07 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.32 | 3.02 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.76 | — | AOR (60/40 allocation ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.27 | — | 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 Strategic 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.