Volatility | KlickAnalytics

Volatility Analysis

6.63 0.10(1.45%)09/13/2024
CBRE Clarion Global Real Estate Income Fund (IGR)

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For the given dates, IGR current volatility is at 18.31%.

The 1-Month historical standard deviation is at 0.27.

Historical Standard Deviation

Period	Value
1 Week	0.10
20 Days	0.10
1 Month	0.27
3 Months	0.51
100 Days	0.51
6 Months	0.48
9 Months	0.41
Year-to-date	0.42
1 Year	0.53
3 Years	0.99
5 Years	1.03

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	105.72	14.69	-31.30	37.69	-23.34	-42.87	107.32	16.92	-39.33				-42.87	107.32	16.17
2023											-64.40	7.76	-64.40	7.76	-28.32
Summary
Avg Returns (%)	105.72	14.69	-31.30	37.69	-23.34	-42.87	107.32	16.92	-39.33	nan	-64.40	7.76	-64.40	107.32	nan
Max Pos Return (%)	105.72	14.69	-31.30	37.69	-23.34	-42.87	107.32	16.92	-39.33	0.00	-64.40	7.76	0.00	107.32	7.41
Max Neg Return (%)	105.72	14.69	-31.30	37.69	-23.34	-42.87	107.32	16.92	-39.33	0.00	-64.40	7.76	0.00	107.32	7.41
Pos Occurences (%)	100	100	0	100	0	0	100	100	0	nan	0	100	0	100	nan
Neg Occurences (%)	0	0	100	0	100	100	0	0	100	nan	100	0	0	100	nan