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 | +0.21% | -1.66% | -2.47% | -3.13% | -0.91% | -4.05% | -2.06% | -6.38% | +0.28% | +0.33% |
| Market-price total return | +0.21% | -0.71% | +0.34% | +2.49% | +7.83% | +7.35% | +8.93% | +4.20% | +13.00% | +12.97% |
| NAV return | -0.07% | -0.60% | -2.76% | -2.69% | -3.20% | -4.39% | -3.12% | -6.00% | — | -0.20% |
| NAV total return | -0.07% | +0.32% | -0.05% | +2.77% | +5.04% | +6.53% | +7.13% | +4.08% | — | +10.22% |
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% | 0.02% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.07% | 0.03% | as above |
| Volatility, 5 years | 0.10% | 0.08% | as above |
| Maximum drawdown, 3 years | -6.16% | -3.61% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.61 | 0.75 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.89 | 0.91 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.12 | — | SPY (U.S. equity ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.24 | — | 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 RiverNorth Capital & 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.