Volatility Analysis
5.85 -0.03(-0.51%)09/05/2024
AGF Management Ltd. (AGFMF)
For the given dates, AGFMF current volatility is at 16.43%.
The 1-Month historical standard deviation is at 0.24.
AGF Management Ltd. (AGFMF)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.04 |
| 20 Days | 0.05 |
| 1 Month | 0.24 |
| 3 Months | 0.24 |
| 100 Days | 0.24 |
| 6 Months | 0.22 |
| 9 Months | 0.30 |
| Year-to-date | 0.28 |
| 1 Year | 0.44 |
| 3 Years | 0.59 |
| 5 Years | 1.04 |
Historical Volatility
Historical Volatility Returns (%) By Years/Months
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Min | Max | Avg |
| 2024 | 144.24 | -44.17 | -66.03 | 426.38 | -45.81 | 50.25 | -59.21 | -19.94 | 3.17 | -66.03 | 426.38 | 43.21 | |||
| 2023 | -39.31 | 28.67 | 57.66 | -39.31 | 57.66 | 15.67 | |||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 144.24 | -44.17 | -66.03 | 426.38 | -45.81 | 50.25 | -59.21 | -19.94 | 3.17 | -39.31 | 28.67 | 57.66 | -66.03 | 426.38 | 36.33 |
| Max Pos Return (%) | 144.24 | -44.17 | -66.03 | 426.38 | -45.81 | 50.25 | -59.21 | -19.94 | 3.17 | -39.31 | 28.67 | 57.66 | -66.03 | 426.38 | 36.33 |
| Max Neg Return (%) | 144.24 | -44.17 | -66.03 | 426.38 | -45.81 | 50.25 | -59.21 | -19.94 | 3.17 | -39.31 | 28.67 | 57.66 | -66.03 | 426.38 | 36.33 |
| Pos Occurences (%) | 100 | 0 | 0 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 100 | 0 | 100 | 50 |
| Neg Occurences (%) | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 0 | 100 | 50 |