Volatility Analysis
10.31 -0.02(-0.19%)09/13/2024
First Trust Senior Floting Rate Income Fund II (FCT)
For the given dates, FCT current volatility is at 10.22%.
The 1-Month historical standard deviation is at 0.08.
First Trust Senior Floting Rate Income Fund II (FCT)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.05 |
| 20 Days | 0.05 |
| 1 Month | 0.08 |
| 3 Months | 0.12 |
| 100 Days | 0.11 |
| 6 Months | 0.12 |
| 9 Months | 0.19 |
| Year-to-date | 0.18 |
| 1 Year | 0.24 |
| 3 Years | 0.59 |
| 5 Years | 0.91 |
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 | -59.10 | 60.11 | -4.50 | -17.99 | 8.89 | -7.00 | 35.11 | -23.74 | 48.85 | -59.10 | 60.11 | 4.51 | |||
| 2023 | -30.34 | 42.56 | -30.34 | 42.56 | 6.11 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | -59.10 | 60.11 | -4.50 | -17.99 | 8.89 | -7.00 | 35.11 | -23.74 | 48.85 | nan | -30.34 | 42.56 | -30.34 | 60.11 | nan |
| Max Pos Return (%) | -59.10 | 60.11 | -4.50 | -17.99 | 8.89 | -7.00 | 35.11 | -23.74 | 48.85 | 0.00 | -30.34 | 42.56 | 0.00 | 60.11 | 4.40 |
| Max Neg Return (%) | -59.10 | 60.11 | -4.50 | -17.99 | 8.89 | -7.00 | 35.11 | -23.74 | 48.85 | 0.00 | -30.34 | 42.56 | 0.00 | 60.11 | 4.40 |
| Pos Occurences (%) | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 0 | 100 | nan | 0 | 100 | 0 | 100 | nan |
| Neg Occurences (%) | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 0 | nan | 100 | 0 | 0 | 100 | nan |