Volatility Analysis

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Volatility: 
Days Factor: 
7.10 0.07(1.00%)07/03/2024
Voya Prime Rate Trust (BRW)
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  • For the given dates, BRW current volatility is at 10.50%.
  • The 1-Month historical standard deviation is at 0.09.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.01
    20 Days0.04
    1 Month0.09
    3 Months 0.13
    100 Days 0.14
    6 Months 0.23
    9 Months 0.25
    Year-to-date0.17
    1 Year0.26
    3 Years0.63
    5 Years1.42
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-33.70-46.6095.68-63.47123.1814.23-9.00     -63.47123.1811.47
    2023       82.9349.14-8.72-29.67120.05-29.67120.0542.75
    Summary
    Avg Returns (%)-33.70-46.6095.68-63.47123.1814.23-9.0082.9349.14-8.72-29.67120.05-63.47123.1824.50
    Max Pos Return (%)-33.70-46.6095.68-63.47123.1814.23-9.0082.9349.14-8.72-29.67120.05-63.47123.1824.50
    Max Neg Return (%)-33.70-46.6095.68-63.47123.1814.23-9.0082.9349.14-8.72-29.67120.05-63.47123.1824.50
    Pos Occurences (%)001000100100010010000100010050
    Neg Occurences (%)100100010000100001001000010050