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 | -0.53% | -2.53% | -2.13% | -3.33% | -1.68% | -0.09% | +5.30% | -0.57% | +2.27% | -1.79% |
| Market-price total return | -0.53% | -2.09% | -0.80% | -0.68% | +2.34% | +5.43% | +14.27% | +8.15% | +9.54% | +4.73% |
| NAV return | +0.88% | -0.34% | +0.92% | +2.32% | +3.05% | +5.76% | +5.91% | +0.80% | +2.41% | +2.78% |
| NAV total return | +0.88% | +0.08% | +2.19% | +4.92% | +7.03% | +11.29% | +14.47% | +9.10% | +9.06% | +14.74% |
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 | 0.15% | 0.06% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.14% | 0.06% | as above |
| Volatility, 5 years | 0.15% | 0.07% | as above |
| Maximum drawdown, 3 years | -9.18% | -6.20% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.70 | 1.54 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 1.02 | 2.27 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.47 | — | SPY (U.S. equity ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.52 | — | 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 Source Capital. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.