Volatility Analysis

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Volatility: 
Days Factor: 
12.60 -0.05(-0.40%)10/04/2024
Western Asset Global Corporate Defined Opportunity Fund Inc (GDO)
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  • For the given dates, GDO current volatility is at 7.36%.
  • The 1-Month historical standard deviation is at 0.10.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.13
    20 Days0.11
    1 Month0.10
    3 Months 0.20
    100 Days 0.23
    6 Months 0.30
    9 Months 0.26
    Year-to-date0.26
    1 Year0.41
    3 Years1.01
    5 Years1.21
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-28.20-22.79-15.32-28.7343.42-25.6148.80-52.2656.4818.07  -52.2656.48-0.61
    2023          -20.81126.68-20.81126.6852.94
    Summary
    Avg Returns (%)-28.20-22.79-15.32-28.7343.42-25.6148.80-52.2656.4818.07-20.81126.68-52.26126.688.31
    Max Pos Return (%)-28.20-22.79-15.32-28.7343.42-25.6148.80-52.2656.4818.07-20.81126.68-52.26126.688.31
    Max Neg Return (%)-28.20-22.79-15.32-28.7343.42-25.6148.80-52.2656.4818.07-20.81126.68-52.26126.688.31
    Pos Occurences (%)0000100010001001000100010042
    Neg Occurences (%)10010010010001000100001000010058