Volatility Analysis

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Volatility: 
Days Factor: 
10.18 0.04(0.39%)09/13/2024
DWS Strategic Municipal Income Trust (KSM)
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  • For the given dates, KSM current volatility is at 2.30%.
  • The 1-Month historical standard deviation is at 0.03.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.03
    20 Days0.03
    1 Month0.03
    3 Months 0.12
    100 Days 0.14
    6 Months 0.33
    9 Months 0.53
    Year-to-date0.50
    1 Year0.85
    3 Years1.12
    5 Years1.13
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202421.61-4.77-41.5860.78-32.49-23.1343.62-16.86-57.50   -57.5060.78-5.59
    2023         -10.2715.67-20.43-20.4315.67-5.01
    Summary
    Avg Returns (%)21.61-4.77-41.5860.78-32.49-23.1343.62-16.86-57.50-10.2715.67-20.43-57.5060.78-5.45
    Max Pos Return (%)21.61-4.77-41.5860.78-32.49-23.1343.62-16.86-57.50-10.2715.67-20.43-57.5060.78-5.45
    Max Neg Return (%)21.61-4.77-41.5860.78-32.49-23.1343.62-16.86-57.50-10.2715.67-20.43-57.5060.78-5.45
    Pos Occurences (%)10000100001000001000010033
    Neg Occurences (%)0100100010010001001001000100010067