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home / news releases / quantifying cef yield risk in a yieldless world


OXLCO - Quantifying CEF Yield Risk In A Yieldless World

  • Most investors consider day-to-day movements in their market values as the best measure for assessing risk of their positions.
  • For CEF investors who are more concerned with income and capital preservation.
  • So, we introduce some metrics to assess the yield being generated to the risk being assumed.
  • We look at NII yield per unit of risk (volatility), NII yield to max draw down, total NAV return to volatility, and lastly something called Leverage Adjusted NAV yield.
  • In the last section, we rank all the funds using an aggregate metric of the four risk measures.

For further details see:

Quantifying CEF Yield Risk In A Yieldless World
Stock Information

Company Name: Oxford Lane Capital Corp. Preferred Stock Shares 6.00% Series 2029
Stock Symbol: OXLCO
Market: NASDAQ
Website: oxfordlanecapital.com

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