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 | -0.51% | -4.02% | -6.09% | -8.38% | -8.38% | -12.07% | -1.36% | -10.26% | -3.25% | -1.91% |
| Market-price total return | -0.51% | -3.27% | -3.92% | -4.16% | -2.05% | -3.95% | +7.51% | -0.12% | +3.95% | +3.97% |
| NAV return | +0.45% | -1.96% | -4.15% | -6.44% | -6.44% | -8.53% | -2.66% | -9.39% | -3.39% | -2.18% |
| NAV total return | +0.45% | -1.28% | -2.18% | -2.62% | -0.70% | -1.03% | +5.02% | -0.43% | +2.91% | +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 | 0.06% | 0.04% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.08% | 0.05% | as above |
| Volatility, 5 years | 0.10% | 0.08% | as above |
| Maximum drawdown, 3 years | -5.55% | -4.74% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.38 | 0.13 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.54 | 0.18 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.37 | — | AOR (60/40 allocation 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 Western Asset Inflation-Linked Opportunities & 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.