Volatility Analysis
7.10 0.07(1.00%)07/03/2024
Voya Prime Rate Trust (BRW)
For the given dates, BRW current volatility is at 10.50%.
The 1-Month historical standard deviation is at 0.09.
Voya Prime Rate Trust (BRW)
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Historical Standard Deviation
Period | Value |
1 Week | 0.01 |
20 Days | 0.04 |
1 Month | 0.09 |
3 Months | 0.13 |
100 Days | 0.14 |
6 Months | 0.23 |
9 Months | 0.25 |
Year-to-date | 0.17 |
1 Year | 0.26 |
3 Years | 0.63 |
5 Years | 1.42 |
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 | -33.70 | -46.60 | 95.68 | -63.47 | 123.18 | 14.23 | -9.00 | -63.47 | 123.18 | 11.47 | |||||
2023 | 82.93 | 49.14 | -8.72 | -29.67 | 120.05 | -29.67 | 120.05 | 42.75 | |||||||
Summary | |||||||||||||||
Avg Returns (%) | -33.70 | -46.60 | 95.68 | -63.47 | 123.18 | 14.23 | -9.00 | 82.93 | 49.14 | -8.72 | -29.67 | 120.05 | -63.47 | 123.18 | 24.50 |
Max Pos Return (%) | -33.70 | -46.60 | 95.68 | -63.47 | 123.18 | 14.23 | -9.00 | 82.93 | 49.14 | -8.72 | -29.67 | 120.05 | -63.47 | 123.18 | 24.50 |
Max Neg Return (%) | -33.70 | -46.60 | 95.68 | -63.47 | 123.18 | 14.23 | -9.00 | 82.93 | 49.14 | -8.72 | -29.67 | 120.05 | -63.47 | 123.18 | 24.50 |
Pos Occurences (%) | 0 | 0 | 100 | 0 | 100 | 100 | 0 | 100 | 100 | 0 | 0 | 100 | 0 | 100 | 50 |
Neg Occurences (%) | 100 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 100 | 0 | 0 | 100 | 50 |