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 | +1.12% | -11.74% | -10.71% | -19.04% | -4.79% | -8.42% | +10.32% | +5.35% | -10.64% | -5.85% |
| Market-price total return | +1.12% | -10.70% | -7.70% | -13.70% | +4.57% | +3.74% | +22.68% | +16.23% | -4.73% | -1.95% |
| NAV return | +1.95% | -0.43% | -7.67% | -8.94% | +0.25% | -6.39% | +8.88% | +2.92% | -9.44% | -9.90% |
| NAV total return | +1.95% | +0.68% | -4.69% | -3.19% | +9.79% | +5.53% | +19.89% | +12.19% | -4.18% | -5.58% |
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 | 0.21% | 0.23% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.21% | 0.23% | as above |
| Volatility, 5 years | 0.24% | 0.24% | as above |
| Maximum drawdown, 3 years | -25.08% | -24.46% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.85 | 0.70 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 1.17 | 0.97 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.60 | — | SPY (U.S. equity ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.43 | — | 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 Tortoise Energy Infrastructure Corp. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.