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 | +0.19% | -5.23% | -9.23% | -10.73% | -6.61% | -12.10% | +0.39% | -9.15% | -1.93% | -3.12% |
| Market-price total return | +0.96% | -4.51% | -7.24% | -6.83% | +0.21% | -4.33% | +8.94% | -1.08% | +6.21% | +6.40% |
| NAV return | +1.83% | -2.11% | -6.56% | -4.64% | +0.18% | -2.46% | +2.00% | -6.22% | -2.03% | -0.94% |
| NAV total return | +2.57% | -1.41% | -4.58% | -0.64% | +7.32% | +5.98% | +10.78% | +2.29% | +6.15% | +8.98% |
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 | 0.13% | 0.12% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.17% | 0.14% | as above |
| Volatility, 5 years | 0.20% | 0.16% | as above |
| Maximum drawdown, 3 years | -16.16% | -13.63% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.29 | 0.52 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.43 | 0.75 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.50 | — | SPY (U.S. equity ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.45 | — | 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 Total Return Realty 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.