Volatility Analysis

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Volatility: 
Days Factor: 
92.44 0.60(0.65%)09/13/2024
BTC iShares North American Tech ETF (IGM)
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  • For the given dates, IGM current volatility is at 29.53%.
  • The 1-Month historical standard deviation is at 2.11.



    • Historical Standard Deviation
    PeriodValue
    1 Week2.25
    20 Days2.11
    1 Month2.11
    3 Months 3.35
    100 Days 3.25
    6 Months 4.35
    9 Months 176.72
    Year-to-date170.69
    1 Year174.75
    3 Years118.23
    5 Years100.90
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202470.4820.09-55.33110.02-42.42-26.51152.54-39.4484.08   -55.33152.5430.39
    2023          -62.9752.38-62.9752.38-5.30
    Summary
    Avg Returns (%)70.4820.09-55.33110.02-42.42-26.51152.54-39.4484.08nan-62.9752.38-62.97152.54nan
    Max Pos Return (%)70.4820.09-55.33110.02-42.42-26.51152.54-39.4484.080.00-62.9752.380.00152.5421.91
    Max Neg Return (%)70.4820.09-55.33110.02-42.42-26.51152.54-39.4484.080.00-62.9752.380.00152.5421.91
    Pos Occurences (%)1001000100001000100nan01000100nan
    Neg Occurences (%)00100010010001000nan10000100nan