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 | -1.59% | -6.29% | -8.85% | -13.20% | -15.86% | -19.79% | +4.43% | -4.76% | -1.59% | -0.25% |
| Market-price total return | -1.59% | -5.52% | -6.60% | -8.96% | -9.76% | -3.72% | +17.62% | +7.14% | +9.44% | +8.21% |
| NAV return | +0.27% | -3.09% | +10.84% | +6.90% | -7.85% | -12.26% | — | — | -0.72% | -4.34% |
| NAV total return | +0.27% | -2.41% | +13.30% | +11.53% | -1.83% | +3.43% | — | — | +7.81% | +3.64% |
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% | 0.63% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.13% | 0.48% | as above |
| Volatility, 5 years | 0.13% | 0.48% | as above |
| Maximum drawdown, 3 years | -13.69% | -17.20% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.98 | 0.30 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 1.40 | 0.45 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.91 | — | AOR (60/40 allocation ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.67 | — | 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 Special Opportunities 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.