Volatility | KlickAnalytics

Volatility Analysis

26.66 -0.07(-0.26%)10/04/2024
Direxion Daily Junior Gold Miners Index Bear 3X Shares (JDST)

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For the given dates, JDST current volatility is at 61.33%.

The 1-Month historical standard deviation is at 3.83.

Historical Standard Deviation

Period	Value
1 Week	0.56
20 Days	1.20
1 Month	3.83
3 Months	3.66
100 Days	6.71
6 Months	14.00
9 Months	12.83
Year-to-date	12.79
1 Year	11.63
3 Years	7.26
5 Years	88.61

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	-33.39	7.47	46.76	15.39	-12.67	-35.27	3.29	18.66	18.64	-7.81			-35.27	46.76	2.11
2023											-1.93	48.43	-1.93	48.43	23.25
Summary
Avg Returns (%)	-33.39	7.47	46.76	15.39	-12.67	-35.27	3.29	18.66	18.64	-7.81	-1.93	48.43	-35.27	48.43	5.63
Max Pos Return (%)	-33.39	7.47	46.76	15.39	-12.67	-35.27	3.29	18.66	18.64	-7.81	-1.93	48.43	-35.27	48.43	5.63
Max Neg Return (%)	-33.39	7.47	46.76	15.39	-12.67	-35.27	3.29	18.66	18.64	-7.81	-1.93	48.43	-35.27	48.43	5.63
Pos Occurences (%)	0	100	100	100	0	0	100	100	100	0	0	100	0	100	58
Neg Occurences (%)	100	0	0	0	100	100	0	0	0	100	100	0	0	100	42