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 | -0.97% | -7.98% | -19.90% | -17.61% | -19.90% | -17.46% | +0.73% | -7.37% | -4.23% | -2.45% |
| Market-price total return | +0.50% | -6.62% | -17.64% | -13.73% | -14.11% | -9.88% | +8.17% | -1.61% | +1.08% | +3.77% |
| NAV return | +2.47% | -3.74% | -12.17% | -12.08% | -12.65% | -13.99% | -4.29% | -7.85% | -4.53% | -2.70% |
| NAV total return | +2.47% | -3.74% | -10.98% | -9.19% | -7.48% | -7.19% | +2.09% | -2.72% | +0.27% | +3.13% |
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 | 0.14% | 0.08% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.12% | 0.10% | as above |
| Volatility, 5 years | 0.12% | 0.09% | as above |
| Maximum drawdown, 3 years | -20.55% | -14.04% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.39 | -0.14 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.56 | -0.20 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 1.04 | — | AGG (U.S. aggregate bond 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 Invesco Trust for Investment Grade New York Municipals. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.