Volatility | KlickAnalytics

Volatility Analysis

7.49 0.01(0.07%)07/08/2024
Sprott Focus Trust Inc (FUND)

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For the given dates, FUND current volatility is at 9.99%.

The 1-Month historical standard deviation is at 0.15.

Historical Standard Deviation

Period	Value
1 Week	0.03
20 Days	0.05
1 Month	0.15
3 Months	0.20
100 Days	0.20
6 Months	0.16
9 Months	0.24
Year-to-date	0.16
1 Year	0.26
3 Years	0.39
5 Years	1.27

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	-11.39	37.81	15.32	-43.76	93.46	-12.46	-26.38						-43.76	93.46	7.51
2023								-28.22	67.63	30.01	-15.04	-27.28	-28.22	67.63	5.42
Summary
Avg Returns (%)	-11.39	37.81	15.32	-43.76	93.46	-12.46	-26.38	-28.22	67.63	30.01	-15.04	-27.28	-43.76	93.46	6.64
Max Pos Return (%)	-11.39	37.81	15.32	-43.76	93.46	-12.46	-26.38	-28.22	67.63	30.01	-15.04	-27.28	-43.76	93.46	6.64
Max Neg Return (%)	-11.39	37.81	15.32	-43.76	93.46	-12.46	-26.38	-28.22	67.63	30.01	-15.04	-27.28	-43.76	93.46	6.64
Pos Occurences (%)	0	100	100	0	100	0	0	0	100	100	0	0	0	100	42
Neg Occurences (%)	100	0	0	100	0	100	100	100	0	0	100	100	0	100	58