Volatility | KlickAnalytics

Volatility Analysis

24.07 0.11(0.46%)09/16/2024
Eaton Vance Tax Advantaged Dividend Income Fund (EVT)

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For the given dates, EVT current volatility is at 12.33%.

The 1-Month historical standard deviation is at 0.25.

Historical Standard Deviation

Period	Value
1 Week	0.09
20 Days	0.26
1 Month	0.25
3 Months	0.41
100 Days	0.40
6 Months	0.50
9 Months	0.71
Year-to-date	0.68
1 Year	1.31
3 Years	1.41
5 Years	3.10

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	-31.90	-16.77	22.74	-2.92	99.14	-46.71	55.68	-45.27	56.08				-46.71	99.14	10.01
2023											-57.87	57.87	-57.87	57.87	0.00
Summary
Avg Returns (%)	-31.90	-16.77	22.74	-2.92	99.14	-46.71	55.68	-45.27	56.08	nan	-57.87	57.87	-57.87	99.14	nan
Max Pos Return (%)	-31.90	-16.77	22.74	-2.92	99.14	-46.71	55.68	-45.27	56.08	0.00	-57.87	57.87	0.00	99.14	7.51
Max Neg Return (%)	-31.90	-16.77	22.74	-2.92	99.14	-46.71	55.68	-45.27	56.08	0.00	-57.87	57.87	0.00	99.14	7.51
Pos Occurences (%)	0	0	100	0	100	0	100	0	100	nan	0	100	0	100	nan
Neg Occurences (%)	100	100	0	100	0	100	0	100	0	nan	100	0	0	100	nan