Volatility Analysis
12.14 0.01(0.08%)09/13/2024
Western Asset High Yield Defined Opportunity Fund Inc (HYI)
For the given dates, HYI current volatility is at 4.89%.
The 1-Month historical standard deviation is at 0.06.
Western Asset High Yield Defined Opportunity Fund Inc (HYI)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.05 |
| 20 Days | 0.05 |
| 1 Month | 0.06 |
| 3 Months | 0.20 |
| 100 Days | 0.22 |
| 6 Months | 0.22 |
| 9 Months | 0.22 |
| Year-to-date | 0.23 |
| 1 Year | 0.29 |
| 3 Years | 22.29 |
| 5 Years | 20.49 |
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 | -16.99 | -18.88 | 8.11 | 32.67 | 1.45 | -38.87 | 63.81 | 0.94 | -44.94 | -44.94 | 63.81 | -1.41 | |||
| 2023 | -25.44 | 52.55 | -33.92 | -33.92 | 52.55 | -2.27 | |||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | -16.99 | -18.88 | 8.11 | 32.67 | 1.45 | -38.87 | 63.81 | 0.94 | -44.94 | -25.44 | 52.55 | -33.92 | -44.94 | 63.81 | -1.63 |
| Max Pos Return (%) | -16.99 | -18.88 | 8.11 | 32.67 | 1.45 | -38.87 | 63.81 | 0.94 | -44.94 | -25.44 | 52.55 | -33.92 | -44.94 | 63.81 | -1.63 |
| Max Neg Return (%) | -16.99 | -18.88 | 8.11 | 32.67 | 1.45 | -38.87 | 63.81 | 0.94 | -44.94 | -25.44 | 52.55 | -33.92 | -44.94 | 63.81 | -1.63 |
| Pos Occurences (%) | 0 | 0 | 100 | 100 | 100 | 0 | 100 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 50 |
| Neg Occurences (%) | 100 | 100 | 0 | 0 | 0 | 100 | 0 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 50 |