Volatility Analysis

-
Volatility: 
Days Factor: 
7.35 0.02(0.26%)07/03/2024
Invesco High Income 2024 Target Term Fund (IHTA)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
  • For the given dates, IHTA current volatility is at 12.92%.
  • The 1-Month historical standard deviation is at 0.09.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.08
    20 Days0.10
    1 Month0.09
    3 Months 0.09
    100 Days 0.08
    6 Months 0.17
    9 Months 0.37
    Year-to-date0.17
    1 Year0.33
    3 Years0.88
    5 Years1.00
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202442.4111.59-60.8163.80-13.45168.331.27     -60.81168.3330.45
    2023       94.98-3.50-14.64-18.47-25.03-25.0394.986.67
    Summary
    Avg Returns (%)42.4111.59-60.8163.80-13.45168.331.2794.98-3.50-14.64-18.47-25.03-60.81168.3320.54
    Max Pos Return (%)42.4111.59-60.8163.80-13.45168.331.2794.98-3.50-14.64-18.47-25.03-60.81168.3320.54
    Max Neg Return (%)42.4111.59-60.8163.80-13.45168.331.2794.98-3.50-14.64-18.47-25.03-60.81168.3320.54
    Pos Occurences (%)100100010001001001000000010050
    Neg Occurences (%)001000100000100100100100010050