Volatility Analysis

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Volatility: 
Days Factor: 
9.13 -0.02(-0.24%)09/27/2024
Nuveen Real Estate Income Fund. (JRS)
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  • For the given dates, JRS current volatility is at 20.01%.
  • The 1-Month historical standard deviation is at 0.13.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.13
    20 Days0.09
    1 Month0.13
    3 Months 0.51
    100 Days 0.56
    6 Months 0.65
    9 Months 0.55
    Year-to-date0.56
    1 Year0.71
    3 Years1.14
    5 Years1.31
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-1.48-25.40-8.8923.5252.63-30.99-21.5310.6545.06   -30.9952.634.84
    2023          -68.5177.33-68.5177.334.41
    Summary
    Avg Returns (%)-1.48-25.40-8.8923.5252.63-30.99-21.5310.6545.06nan-68.5177.33-68.5177.33nan
    Max Pos Return (%)-1.48-25.40-8.8923.5252.63-30.99-21.5310.6545.060.00-68.5177.330.0077.334.37
    Max Neg Return (%)-1.48-25.40-8.8923.5252.63-30.99-21.5310.6545.060.00-68.5177.330.0077.334.37
    Pos Occurences (%)00010010000100100nan01000100nan
    Neg Occurences (%)1001001000010010000nan10000100nan