Volatility Analysis
6.26 0.11(1.71%)09/13/2024
Highland Floating Rate Opportunities Fund (HFRO)
For the given dates, HFRO current volatility is at 13.70%.
The 1-Month historical standard deviation is at 0.10.
Highland Floating Rate Opportunities Fund (HFRO)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
| Period | Value |
| 1 Week | 0.08 |
| 20 Days | 0.12 |
| 1 Month | 0.10 |
| 3 Months | 0.15 |
| 100 Days | 0.15 |
| 6 Months | 0.27 |
| 9 Months | 0.55 |
| Year-to-date | 0.41 |
| 1 Year | 0.82 |
| 3 Years | 1.86 |
| 5 Years | 1.70 |
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 | 47.87 | 13.28 | -3.91 | -26.90 | -14.80 | -8.77 | 31.44 | -44.44 | 18.18 | -44.44 | 47.87 | 1.33 | |||
| 2023 | -8.76 | -42.81 | -42.81 | -8.76 | -25.79 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 47.87 | 13.28 | -3.91 | -26.90 | -14.80 | -8.77 | 31.44 | -44.44 | 18.18 | nan | -8.76 | -42.81 | -42.81 | 47.87 | nan |
| Max Pos Return (%) | 47.87 | 13.28 | -3.91 | -26.90 | -14.80 | -8.77 | 31.44 | -44.44 | 18.18 | 0.00 | -8.76 | -42.81 | 0.00 | 47.87 | -3.30 |
| Max Neg Return (%) | 47.87 | 13.28 | -3.91 | -26.90 | -14.80 | -8.77 | 31.44 | -44.44 | 18.18 | 0.00 | -8.76 | -42.81 | 0.00 | 47.87 | -3.30 |
| Pos Occurences (%) | 100 | 100 | 0 | 0 | 0 | 0 | 100 | 0 | 100 | nan | 0 | 0 | 0 | 100 | nan |
| Neg Occurences (%) | 0 | 0 | 100 | 100 | 100 | 100 | 0 | 100 | 0 | nan | 100 | 100 | 100 | 100 | nan |