Volatility Analysis

-
Volatility: 
Days Factor: 
12.61 -0.03(-0.20%)09/27/2024
Eaton Vance Senior Floating-Rate Trust (EFR)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
  • For the given dates, EFR current volatility is at 7.41%.
  • The 1-Month historical standard deviation is at 0.08.



    • Historical Standard Deviation
    PeriodValue
    1 Week0.03
    20 Days0.08
    1 Month0.08
    3 Months 0.23
    100 Days 0.23
    6 Months 0.21
    9 Months 0.19
    Year-to-date0.19
    1 Year0.44
    3 Years1.01
    5 Years1.41
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-29.979.8920.55-54.73125.748.61-53.6872.48-10.19   -54.73125.749.86
    2023          -51.0820.41-51.0820.41-15.34
    Summary
    Avg Returns (%)-29.979.8920.55-54.73125.748.61-53.6872.48-10.19nan-51.0820.41-51.08125.74nan
    Max Pos Return (%)-29.979.8920.55-54.73125.748.61-53.6872.48-10.190.00-51.0820.410.00125.744.84
    Max Neg Return (%)-29.979.8920.55-54.73125.748.61-53.6872.48-10.190.00-51.0820.410.00125.744.84
    Pos Occurences (%)0100100010010001000nan01000100nan
    Neg Occurences (%)10000100001000100nan10000100nan