Volatility Analysis
9.13 -0.02(-0.24%)09/27/2024
Nuveen Real Estate Income Fund. (JRS)
For the given dates, JRS current volatility is at 20.01%.
The 1-Month historical standard deviation is at 0.13.
Nuveen Real Estate Income Fund. (JRS)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
Period | Value |
1 Week | 0.13 |
20 Days | 0.09 |
1 Month | 0.13 |
3 Months | 0.51 |
100 Days | 0.56 |
6 Months | 0.65 |
9 Months | 0.55 |
Year-to-date | 0.56 |
1 Year | 0.71 |
3 Years | 1.14 |
5 Years | 1.31 |
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 | -1.48 | -25.40 | -8.89 | 23.52 | 52.63 | -30.99 | -21.53 | 10.65 | 45.06 | -30.99 | 52.63 | 4.84 | |||
2023 | -68.51 | 77.33 | -68.51 | 77.33 | 4.41 | ||||||||||
Summary | |||||||||||||||
Avg Returns (%) | -1.48 | -25.40 | -8.89 | 23.52 | 52.63 | -30.99 | -21.53 | 10.65 | 45.06 | nan | -68.51 | 77.33 | -68.51 | 77.33 | nan |
Max Pos Return (%) | -1.48 | -25.40 | -8.89 | 23.52 | 52.63 | -30.99 | -21.53 | 10.65 | 45.06 | 0.00 | -68.51 | 77.33 | 0.00 | 77.33 | 4.37 |
Max Neg Return (%) | -1.48 | -25.40 | -8.89 | 23.52 | 52.63 | -30.99 | -21.53 | 10.65 | 45.06 | 0.00 | -68.51 | 77.33 | 0.00 | 77.33 | 4.37 |
Pos Occurences (%) | 0 | 0 | 0 | 100 | 100 | 0 | 0 | 100 | 100 | nan | 0 | 100 | 0 | 100 | nan |
Neg Occurences (%) | 100 | 100 | 100 | 0 | 0 | 100 | 100 | 0 | 0 | nan | 100 | 0 | 0 | 100 | nan |