Performance calculations

Series: market-price return, market-price total return, NAV return, NAV total return. Price and NAV returns are simple changes between the start and end observation. Total returns build an index in which each distribution is reinvested at the series value on its ex-date (first observation on or after). Index construction uses unadjusted price/NAV plus the distribution record so distributions are counted exactly once.

Periods: 1 week, 1, 3, 6 months, year-to-date (from the prior 31 December), 1, 3, 5, 10 years and since inception. The start observation must fall within 10 days of the target date or the period is not shown. Periods over one year are annualised as (end ÷ start)^(1 ÷ years) − 1.

Corporate actions. The vendor price series is split-adjusted. Rights offerings, tender offers and mergers are not restated in the series; they are listed under Corporate Actions and predecessor histories are never stitched together.

Corrupt bars. Closes below $0.01 are dropped at ingest; consecutive observations more than 7 days apart are excluded from daily-return statistics.