Volatility Analysis
18.02 0.03(0.17%)09/13/2024
Western Asset Investment Grade Defined Opportunity Trust Inc (IGI)
For the given dates, IGI current volatility is at 2.81%.
The 1-Month historical standard deviation is at 0.13.
Western Asset Investment Grade Defined Opportunity Trust Inc (IGI)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
| Period | Value |
| 1 Week | 0.05 |
| 20 Days | 0.08 |
| 1 Month | 0.13 |
| 3 Months | 0.31 |
| 100 Days | 0.32 |
| 6 Months | 0.36 |
| 9 Months | 0.32 |
| Year-to-date | 0.32 |
| 1 Year | 0.66 |
| 3 Years | 3.19 |
| 5 Years | 4.15 |
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 | -10.95 | -47.76 | -11.81 | 34.31 | -21.53 | -13.37 | 52.66 | -50.53 | -27.93 | -50.53 | 52.66 | -10.77 | |||
| 2023 | -18.46 | 158.03 | -16.81 | -18.46 | 158.03 | 40.92 | |||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | -10.95 | -47.76 | -11.81 | 34.31 | -21.53 | -13.37 | 52.66 | -50.53 | -27.93 | -18.46 | 158.03 | -16.81 | -50.53 | 158.03 | 2.15 |
| Max Pos Return (%) | -10.95 | -47.76 | -11.81 | 34.31 | -21.53 | -13.37 | 52.66 | -50.53 | -27.93 | -18.46 | 158.03 | -16.81 | -50.53 | 158.03 | 2.15 |
| Max Neg Return (%) | -10.95 | -47.76 | -11.81 | 34.31 | -21.53 | -13.37 | 52.66 | -50.53 | -27.93 | -18.46 | 158.03 | -16.81 | -50.53 | 158.03 | 2.15 |
| Pos Occurences (%) | 0 | 0 | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 0 | 100 | 0 | 0 | 100 | 25 |
| Neg Occurences (%) | 100 | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 100 | 100 | 0 | 100 | 0 | 100 | 75 |