Volatility Analysis

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Volatility: 
Days Factor: 
11.14 0.06(0.55%)09/13/2024
Eaton Vance Municipal Income Trust (EVN)
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  • For the given dates, EVN current volatility is at 7.37%.
  • The 1-Month historical standard deviation is at 0.15.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.14
    20 Days0.13
    1 Month0.15
    3 Months 0.23
    100 Days 0.25
    6 Months 0.32
    9 Months 0.31
    Year-to-date0.30
    1 Year0.56
    3 Years1.01
    5 Years1.08
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-24.74-4.79-39.4850.02-12.62-8.291.41-15.0634.48   -39.4850.02-2.12
    2023         -6.4355.23-9.24-9.2455.2313.19
    Summary
    Avg Returns (%)-24.74-4.79-39.4850.02-12.62-8.291.41-15.0634.48-6.4355.23-9.24-39.4855.231.71
    Max Pos Return (%)-24.74-4.79-39.4850.02-12.62-8.291.41-15.0634.48-6.4355.23-9.24-39.4855.231.71
    Max Neg Return (%)-24.74-4.79-39.4850.02-12.62-8.291.41-15.0634.48-6.4355.23-9.24-39.4855.231.71
    Pos Occurences (%)00010000100010001000010033
    Neg Occurences (%)1001001000100100010001000100010067