Volatility Analysis

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Volatility: 
Days Factor: 
11.06 0.05(0.41%)09/13/2024
AllianceBernstein Global High Income Fund Inc (AWF)
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  • For the given dates, AWF current volatility is at 7.36%.
  • The 1-Month historical standard deviation is at 0.11.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.05
    20 Days0.06
    1 Month0.11
    3 Months 0.26
    100 Days 0.25
    6 Months 0.26
    9 Months 0.27
    Year-to-date0.26
    1 Year0.49
    3 Years0.70
    5 Years0.89
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-39.02-3.3767.4762.50-3.23-50.9513.2320.777.06   -50.9567.478.27
    2023         12.40-34.56-21.16-34.5612.40-14.44
    Summary
    Avg Returns (%)-39.02-3.3767.4762.50-3.23-50.9513.2320.777.0612.40-34.56-21.16-50.9567.472.60
    Max Pos Return (%)-39.02-3.3767.4762.50-3.23-50.9513.2320.777.0612.40-34.56-21.16-50.9567.472.60
    Max Neg Return (%)-39.02-3.3767.4762.50-3.23-50.9513.2320.777.0612.40-34.56-21.16-50.9567.472.60
    Pos Occurences (%)001001000010010010010000010050
    Neg Occurences (%)100100001001000000100100010050