Volatility Analysis

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Volatility: 
Days Factor: 
2.06 -0.01(-0.48%)07/03/2024
Credit Suisse High Yield Bond Fund (DHY)
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  • For the given dates, DHY current volatility is at 6.31%.
  • The 1-Month historical standard deviation is at 0.01.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.01
    20 Days0.01
    1 Month0.01
    3 Months 0.03
    100 Days 0.03
    6 Months 0.04
    9 Months 0.07
    Year-to-date0.04
    1 Year0.08
    3 Years0.14
    5 Years0.18
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-3.93-10.3263.37-31.66-19.53-43.2816.59     -43.2863.37-4.11
    2023       -19.62-27.66124.2411.02-42.09-42.09124.249.18
    Summary
    Avg Returns (%)-3.93-10.3263.37-31.66-19.53-43.2816.59-19.62-27.66124.2411.02-42.09-43.28124.241.43
    Max Pos Return (%)-3.93-10.3263.37-31.66-19.53-43.2816.59-19.62-27.66124.2411.02-42.09-43.28124.241.43
    Max Neg Return (%)-3.93-10.3263.37-31.66-19.53-43.2816.59-19.62-27.66124.2411.02-42.09-43.28124.241.43
    Pos Occurences (%)00100000100001001000010033
    Neg Occurences (%)1001000100100100010010000100010067