Volatility Analysis
7.35 0.02(0.26%)07/03/2024
Invesco High Income 2024 Target Term Fund (IHTA)
For the given dates, IHTA current volatility is at 12.92%.
The 1-Month historical standard deviation is at 0.09.
Invesco High Income 2024 Target Term Fund (IHTA)
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Historical Standard Deviation
Period | Value |
1 Week | 0.08 |
20 Days | 0.10 |
1 Month | 0.09 |
3 Months | 0.09 |
100 Days | 0.08 |
6 Months | 0.17 |
9 Months | 0.37 |
Year-to-date | 0.17 |
1 Year | 0.33 |
3 Years | 0.88 |
5 Years | 1.00 |
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 | 42.41 | 11.59 | -60.81 | 63.80 | -13.45 | 168.33 | 1.27 | -60.81 | 168.33 | 30.45 | |||||
2023 | 94.98 | -3.50 | -14.64 | -18.47 | -25.03 | -25.03 | 94.98 | 6.67 | |||||||
Summary | |||||||||||||||
Avg Returns (%) | 42.41 | 11.59 | -60.81 | 63.80 | -13.45 | 168.33 | 1.27 | 94.98 | -3.50 | -14.64 | -18.47 | -25.03 | -60.81 | 168.33 | 20.54 |
Max Pos Return (%) | 42.41 | 11.59 | -60.81 | 63.80 | -13.45 | 168.33 | 1.27 | 94.98 | -3.50 | -14.64 | -18.47 | -25.03 | -60.81 | 168.33 | 20.54 |
Max Neg Return (%) | 42.41 | 11.59 | -60.81 | 63.80 | -13.45 | 168.33 | 1.27 | 94.98 | -3.50 | -14.64 | -18.47 | -25.03 | -60.81 | 168.33 | 20.54 |
Pos Occurences (%) | 100 | 100 | 0 | 100 | 0 | 100 | 100 | 100 | 0 | 0 | 0 | 0 | 0 | 100 | 50 |
Neg Occurences (%) | 0 | 0 | 100 | 0 | 100 | 0 | 0 | 0 | 100 | 100 | 100 | 100 | 0 | 100 | 50 |