Volatility Analysis
3.45 0.01(0.29%)07/03/2024
MFS High Yield Municipal Trust (CMU)
For the given dates, CMU current volatility is at 5.83%.
The 1-Month historical standard deviation is at 0.04.
MFS High Yield Municipal Trust (CMU)
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Historical Standard Deviation
Period | Value |
1 Week | 0.01 |
20 Days | 0.01 |
1 Month | 0.04 |
3 Months | 0.07 |
100 Days | 0.06 |
6 Months | 0.05 |
9 Months | 0.15 |
Year-to-date | 0.05 |
1 Year | 0.13 |
3 Years | 0.43 |
5 Years | 0.43 |
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 | 11.21 | -15.32 | -70.53 | 101.07 | 52.43 | -25.65 | -5.30 | -70.53 | 101.07 | 6.84 | |||||
2023 | 13.16 | -28.79 | 36.82 | -38.78 | -11.66 | -38.78 | 36.82 | -5.85 | |||||||
Summary | |||||||||||||||
Avg Returns (%) | 11.21 | -15.32 | -70.53 | 101.07 | 52.43 | -25.65 | -5.30 | 13.16 | -28.79 | 36.82 | -38.78 | -11.66 | -70.53 | 101.07 | 1.56 |
Max Pos Return (%) | 11.21 | -15.32 | -70.53 | 101.07 | 52.43 | -25.65 | -5.30 | 13.16 | -28.79 | 36.82 | -38.78 | -11.66 | -70.53 | 101.07 | 1.56 |
Max Neg Return (%) | 11.21 | -15.32 | -70.53 | 101.07 | 52.43 | -25.65 | -5.30 | 13.16 | -28.79 | 36.82 | -38.78 | -11.66 | -70.53 | 101.07 | 1.56 |
Pos Occurences (%) | 100 | 0 | 0 | 100 | 100 | 0 | 0 | 100 | 0 | 100 | 0 | 0 | 0 | 100 | 42 |
Neg Occurences (%) | 0 | 100 | 100 | 0 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 100 | 0 | 100 | 58 |