Volatility Analysis

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Volatility: 
Days Factor: 
4.43 -0.02(-0.34%)07/03/2024
Western Asset High Income Fund II Inc (HIX)
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  • For the given dates, HIX current volatility is at 12.30%.
  • The 1-Month historical standard deviation is at 0.04.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.03
    20 Days0.05
    1 Month0.04
    3 Months 0.05
    100 Days 0.05
    6 Months 0.15
    9 Months 0.19
    Year-to-date0.16
    1 Year0.20
    3 Years0.54
    5 Years0.54
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024185.31-65.65-53.38112.06-25.15-7.885.31     -65.65185.3121.52
    2023       48.9563.08-14.19-46.7690.19-46.7690.1928.25
    Summary
    Avg Returns (%)185.31-65.65-53.38112.06-25.15-7.885.3148.9563.08-14.19-46.7690.19-65.65185.3124.32
    Max Pos Return (%)185.31-65.65-53.38112.06-25.15-7.885.3148.9563.08-14.19-46.7690.19-65.65185.3124.32
    Max Neg Return (%)185.31-65.65-53.38112.06-25.15-7.885.3148.9563.08-14.19-46.7690.19-65.65185.3124.32
    Pos Occurences (%)100001000010010010000100010050
    Neg Occurences (%)010010001001000001001000010050