Volatility Analysis
75.32 -0.05(-0.07%)09/06/2024
Vanguard Long-Term Bond ETF (BLV)
For the given dates, BLV current volatility is at 8.54%.
The 1-Month historical standard deviation is at 0.84.
Vanguard Long-Term Bond ETF (BLV)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.73 |
| 20 Days | 0.46 |
| 1 Month | 0.84 |
| 3 Months | 1.61 |
| 100 Days | 1.69 |
| 6 Months | 1.84 |
| 9 Months | 1.80 |
| Year-to-date | 1.71 |
| 1 Year | 2.82 |
| 3 Years | 8.89 |
| 5 Years | 11.05 |
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 | -12.32 | -20.62 | -11.22 | 35.98 | 21.28 | -17.27 | -6.51 | -3.71 | 5.76 | -20.62 | 35.98 | -0.96 | |||
| 2023 | 16.83 | -33.21 | -0.48 | -33.21 | 16.83 | -5.62 | |||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | -12.32 | -20.62 | -11.22 | 35.98 | 21.28 | -17.27 | -6.51 | -3.71 | 5.76 | 16.83 | -33.21 | -0.48 | -33.21 | 35.98 | -2.12 |
| Max Pos Return (%) | -12.32 | -20.62 | -11.22 | 35.98 | 21.28 | -17.27 | -6.51 | -3.71 | 5.76 | 16.83 | -33.21 | -0.48 | -33.21 | 35.98 | -2.12 |
| Max Neg Return (%) | -12.32 | -20.62 | -11.22 | 35.98 | 21.28 | -17.27 | -6.51 | -3.71 | 5.76 | 16.83 | -33.21 | -0.48 | -33.21 | 35.98 | -2.12 |
| Pos Occurences (%) | 0 | 0 | 0 | 100 | 100 | 0 | 0 | 0 | 100 | 100 | 0 | 0 | 0 | 100 | 33 |
| Neg Occurences (%) | 100 | 100 | 100 | 0 | 0 | 100 | 100 | 100 | 0 | 0 | 100 | 100 | 0 | 100 | 67 |