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 | -0.70% | -1.72% | -3.72% | -9.24% | -12.84% | -15.18% | -10.30% | -8.44% | -4.14% | -5.34% |
| Market-price total return | +0.31% | -0.72% | -0.79% | -3.73% | -3.04% | -2.31% | +1.70% | +3.31% | +5.09% | +3.09% |
| NAV return | 0.00% | -0.60% | -0.90% | -3.49% | -7.52% | -10.27% | -6.79% | -6.68% | -3.56% | -4.74% |
| NAV total return | 0.00% | -0.60% | +0.83% | +0.76% | +0.83% | +0.94% | +4.98% | +4.56% | +5.00% | +3.09% |
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% | 0.03% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.17% | 0.03% | as above |
| Volatility, 5 years | 0.16% | 0.03% | as above |
| Maximum drawdown, 3 years | -19.49% | -4.21% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | -0.07 | 0.29 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | -0.09 | 0.40 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.50 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.15 | — | 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 Senior Income Trust. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.