Volatility Analysis

-
Volatility: 
Days Factor: 
17.37 0.10(0.55%)09/13/2024
John Hancock Preferred Income Fund II (HPF)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
  • For the given dates, HPF current volatility is at 6.11%.
  • The 1-Month historical standard deviation is at 0.25.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.12
    20 Days0.12
    1 Month0.25
    3 Months 0.26
    100 Days 0.29
    6 Months 0.40
    9 Months 0.47
    Year-to-date0.43
    1 Year1.17
    3 Years1.27
    5 Years1.58
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-55.57-12.22111.9086.7715.15-44.40-20.176.31-49.97   -55.57111.904.20
    2023          70.03-39.73-39.7370.0315.15
    Summary
    Avg Returns (%)-55.57-12.22111.9086.7715.15-44.40-20.176.31-49.97nan70.03-39.73-39.73111.90nan
    Max Pos Return (%)-55.57-12.22111.9086.7715.15-44.40-20.176.31-49.970.0070.03-39.730.00111.905.68
    Max Neg Return (%)-55.57-12.22111.9086.7715.15-44.40-20.176.31-49.970.0070.03-39.730.00111.905.68
    Pos Occurences (%)00100100100001000nan10000100nan
    Neg Occurences (%)1001000001001000100nan01000100nan