Volatility Analysis
15.01 0.00(0.00%)10/04/2024
First Trust High Yield Opportunities 2027 Term Fund (FTHY)
For the given dates, FTHY current volatility is at 7.69%.
The 1-Month historical standard deviation is at 0.13.
First Trust High Yield Opportunities 2027 Term Fund (FTHY)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
| Period | Value |
| 1 Week | 0.05 |
| 20 Days | 0.09 |
| 1 Month | 0.13 |
| 3 Months | 0.17 |
| 100 Days | 0.22 |
| 6 Months | 0.33 |
| 9 Months | 0.34 |
| Year-to-date | 0.34 |
| 1 Year | 0.55 |
| 3 Years | 1.58 |
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 | 34.84 | 24.06 | -2.44 | 19.66 | -25.95 | -43.32 | 108.13 | -7.66 | -12.21 | 6.93 | -43.32 | 108.13 | 10.20 | ||
| 2023 | -12.81 | -32.89 | -32.89 | -12.81 | -22.85 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 34.84 | 24.06 | -2.44 | 19.66 | -25.95 | -43.32 | 108.13 | -7.66 | -12.21 | 6.93 | -12.81 | -32.89 | -43.32 | 108.13 | 4.70 |
| Max Pos Return (%) | 34.84 | 24.06 | -2.44 | 19.66 | -25.95 | -43.32 | 108.13 | -7.66 | -12.21 | 6.93 | -12.81 | -32.89 | -43.32 | 108.13 | 4.70 |
| Max Neg Return (%) | 34.84 | 24.06 | -2.44 | 19.66 | -25.95 | -43.32 | 108.13 | -7.66 | -12.21 | 6.93 | -12.81 | -32.89 | -43.32 | 108.13 | 4.70 |
| Pos Occurences (%) | 100 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 0 | 100 | 42 |
| Neg Occurences (%) | 0 | 0 | 100 | 0 | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 58 |