Volatility Analysis
9.11 0.01(0.11%)09/16/2024
Eaton Vance Risk-Managed Diversified Equity Income Fund (ETJ)
For the given dates, ETJ current volatility is at 8.84%.
The 1-Month historical standard deviation is at 0.08.
Eaton Vance Risk-Managed Diversified Equity Income Fund (ETJ)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
| Period | Value |
| 1 Week | 0.08 |
| 20 Days | 0.06 |
| 1 Month | 0.08 |
| 3 Months | 0.14 |
| 100 Days | 0.14 |
| 6 Months | 0.27 |
| 9 Months | 0.37 |
| Year-to-date | 0.34 |
| 1 Year | 0.46 |
| 3 Years | 0.61 |
| 5 Years | 0.85 |
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 | -12.39 | -10.37 | 0.45 | 111.08 | -16.92 | -46.84 | 178.10 | -17.06 | -32.63 | -46.84 | 178.10 | 17.05 | |||
| 2023 | -65.55 | -0.07 | -65.55 | -0.07 | -32.81 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | -12.39 | -10.37 | 0.45 | 111.08 | -16.92 | -46.84 | 178.10 | -17.06 | -32.63 | nan | -65.55 | -0.07 | -65.55 | 178.10 | nan |
| Max Pos Return (%) | -12.39 | -10.37 | 0.45 | 111.08 | -16.92 | -46.84 | 178.10 | -17.06 | -32.63 | 0.00 | -65.55 | -0.07 | 0.00 | 178.10 | 7.32 |
| Max Neg Return (%) | -12.39 | -10.37 | 0.45 | 111.08 | -16.92 | -46.84 | 178.10 | -17.06 | -32.63 | 0.00 | -65.55 | -0.07 | 0.00 | 178.10 | 7.32 |
| Pos Occurences (%) | 0 | 0 | 100 | 100 | 0 | 0 | 100 | 0 | 0 | nan | 0 | 0 | 0 | 100 | nan |
| Neg Occurences (%) | 100 | 100 | 0 | 0 | 100 | 100 | 0 | 100 | 100 | nan | 100 | 100 | 100 | 100 | nan |