Volatility | KlickAnalytics

Volatility Analysis

9.90 0.09(0.92%)09/13/2024
Western Asset Emerging Markets Debt Fund Inc (EMD)

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For the given dates, EMD current volatility is at 6.09%.

The 1-Month historical standard deviation is at 0.07.

Historical Standard Deviation

Period	Value
1 Week	0.02
20 Days	0.03
1 Month	0.07
3 Months	0.18
100 Days	0.19
6 Months	0.27
9 Months	0.27
Year-to-date	0.28
1 Year	0.51
3 Years	0.68
5 Years	2.43

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	-11.98	-18.16	-53.52	112.35	25.72	-57.82	102.82	-21.60	-30.57				-57.82	112.35	5.25
2023											11.06	-18.89	-18.89	11.06	-3.92
Summary
Avg Returns (%)	-11.98	-18.16	-53.52	112.35	25.72	-57.82	102.82	-21.60	-30.57	nan	11.06	-18.89	-18.89	112.35	nan
Max Pos Return (%)	-11.98	-18.16	-53.52	112.35	25.72	-57.82	102.82	-21.60	-30.57	0.00	11.06	-18.89	0.00	112.35	3.28
Max Neg Return (%)	-11.98	-18.16	-53.52	112.35	25.72	-57.82	102.82	-21.60	-30.57	0.00	11.06	-18.89	0.00	112.35	3.28
Pos Occurences (%)	0	0	0	100	100	0	100	0	0	nan	100	0	0	100	nan
Neg Occurences (%)	100	100	100	0	0	100	0	100	100	nan	0	100	0	100	nan