Volatility | KlickAnalytics

Volatility Analysis

10.09 0.22(2.23%)09/27/2024
Great Elm Capital Corp (GECC)

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For the given dates, GECC current volatility is at 18.75%.

The 1-Month historical standard deviation is at 0.27.

Historical Standard Deviation

Period	Value
1 Week	0.11
20 Days	0.22
1 Month	0.27
3 Months	0.32
100 Days	0.31
6 Months	0.27
9 Months	0.31
Year-to-date	0.31
1 Year	0.51
3 Years	2.84
5 Years	7.04

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	-44.56	18.85	96.55	0.53	-75.75	502.50	-51.83	3.59	-10.31				-75.75	502.50	48.84
2023											-51.28	17.67	-51.28	17.67	-16.81
Summary
Avg Returns (%)	-44.56	18.85	96.55	0.53	-75.75	502.50	-51.83	3.59	-10.31	nan	-51.28	17.67	-51.28	502.50	nan
Max Pos Return (%)	-44.56	18.85	96.55	0.53	-75.75	502.50	-51.83	3.59	-10.31	0.00	-51.28	17.67	0.00	502.50	33.83
Max Neg Return (%)	-44.56	18.85	96.55	0.53	-75.75	502.50	-51.83	3.59	-10.31	0.00	-51.28	17.67	0.00	502.50	33.83
Pos Occurences (%)	0	100	100	100	0	100	0	100	0	nan	0	100	0	100	nan
Neg Occurences (%)	100	0	0	0	100	0	100	0	100	nan	100	0	0	100	nan