Volatility | KlickAnalytics

Volatility Analysis

15.00 -0.16(-1.02%)09/13/2024
Barings Global Short Duration High Yield Fund (BGH)

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For the given dates, BGH current volatility is at 7.76%.

The 1-Month historical standard deviation is at 0.10.

Historical Standard Deviation

Period	Value
1 Week	0.06
20 Days	0.04
1 Month	0.10
3 Months	0.27
100 Days	0.29
6 Months	0.42
9 Months	0.50
Year-to-date	0.46
1 Year	0.85
3 Years	4.37
5 Years	5.50

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	-30.50	29.31	-45.67	124.07	-15.38	-7.65	-1.55	29.27	-24.37				-45.67	124.07	6.39
2023										23.90	-15.97	1.72	-15.97	23.90	3.22
Summary
Avg Returns (%)	-30.50	29.31	-45.67	124.07	-15.38	-7.65	-1.55	29.27	-24.37	23.90	-15.97	1.72	-45.67	124.07	5.60
Max Pos Return (%)	-30.50	29.31	-45.67	124.07	-15.38	-7.65	-1.55	29.27	-24.37	23.90	-15.97	1.72	-45.67	124.07	5.60
Max Neg Return (%)	-30.50	29.31	-45.67	124.07	-15.38	-7.65	-1.55	29.27	-24.37	23.90	-15.97	1.72	-45.67	124.07	5.60
Pos Occurences (%)	0	100	0	100	0	0	0	100	0	100	0	100	0	100	42
Neg Occurences (%)	100	0	100	0	100	100	100	0	100	0	100	0	0	100	58