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 | 0.00% | -3.32% | -6.09% | -7.58% | -8.59% | -10.95% | -0.65% | -11.55% | -3.85% | -2.05% |
| Market-price total return | 0.00% | -2.67% | -4.20% | -3.89% | -3.12% | -3.84% | +7.10% | -1.44% | +3.68% | +3.86% |
| NAV return | +0.23% | -2.06% | -4.15% | -6.15% | -6.15% | -8.06% | -1.95% | -10.38% | -4.06% | -2.16% |
| NAV total return | +0.23% | -1.47% | -2.43% | -2.79% | -1.11% | -1.47% | +4.85% | -1.36% | +2.60% | +3.17% |
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 | 0.06% | 0.04% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.07% | 0.05% | as above |
| Volatility, 5 years | 0.10% | 0.09% | as above |
| Maximum drawdown, 3 years | -5.35% | -4.65% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.33 | 0.10 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.48 | 0.14 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.72 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.51 | — | 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 Western Asset Inflation-Linked Income Fund. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.