Volatility Analysis
8.98 0.07(0.79%)06/27/2025
Eaton Vance Risk-Managed Diversified Equity Income Fund (ETJ)
For the given dates, ETJ current volatility is at 10.83%.
The 1-Month historical standard deviation is at 0.08.
Eaton Vance Risk-Managed Diversified Equity Income Fund (ETJ)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.10 |
| 20 Days | 0.07 |
| 1 Month | 0.08 |
| 3 Months | 0.30 |
| 100 Days | 0.29 |
| 6 Months | 0.29 |
| Year-to-date | 0.29 |
| 1 Year | 0.30 |
| 3 Years | 0.91 |
| 5 Years | 0.80 |
Historical Volatility
Historical Volatility Returns (%) By Years/Months
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Min | Max | Avg |
| 2025 | -29.28 | -12.62 | 10.98 | 117.88 | -61.39 | 21.67 | -61.39 | 117.88 | 7.87 | ||||||
| 2024 | -29.14 | -53.90 | 31.27 | -1.09 | 108.99 | -53.90 | 108.99 | 11.23 | |||||||
| Summary | |||||||||||||||
| Avg Returns (%) | -29.28 | -12.62 | 10.98 | 117.88 | -61.39 | 21.67 | nan | -29.14 | -53.90 | 31.27 | -1.09 | 108.99 | -53.90 | 117.88 | nan |
| Max Pos Return (%) | -29.28 | -12.62 | 10.98 | 117.88 | -61.39 | 21.67 | 0.00 | -29.14 | -53.90 | 31.27 | -1.09 | 108.99 | 0.00 | 117.88 | 8.61 |
| Max Neg Return (%) | -29.28 | -12.62 | 10.98 | 117.88 | -61.39 | 21.67 | 0.00 | -29.14 | -53.90 | 31.27 | -1.09 | 108.99 | 0.00 | 117.88 | 8.61 |
| Pos Occurences (%) | 0 | 0 | 100 | 100 | 0 | 100 | nan | 0 | 0 | 100 | 0 | 100 | 0 | 100 | nan |
| Neg Occurences (%) | 100 | 100 | 0 | 0 | 100 | 0 | nan | 100 | 100 | 0 | 100 | 0 | 0 | 100 | nan |