Volatility Analysis
10.18 0.04(0.39%)09/13/2024
DWS Strategic Municipal Income Trust (KSM)
For the given dates, KSM current volatility is at 2.30%.
The 1-Month historical standard deviation is at 0.03.
DWS Strategic Municipal Income Trust (KSM)
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Historical Standard Deviation
Period | Value |
1 Week | 0.03 |
20 Days | 0.03 |
1 Month | 0.03 |
3 Months | 0.12 |
100 Days | 0.14 |
6 Months | 0.33 |
9 Months | 0.53 |
Year-to-date | 0.50 |
1 Year | 0.85 |
3 Years | 1.12 |
5 Years | 1.13 |
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 | 21.61 | -4.77 | -41.58 | 60.78 | -32.49 | -23.13 | 43.62 | -16.86 | -57.50 | -57.50 | 60.78 | -5.59 | |||
2023 | -10.27 | 15.67 | -20.43 | -20.43 | 15.67 | -5.01 | |||||||||
Summary | |||||||||||||||
Avg Returns (%) | 21.61 | -4.77 | -41.58 | 60.78 | -32.49 | -23.13 | 43.62 | -16.86 | -57.50 | -10.27 | 15.67 | -20.43 | -57.50 | 60.78 | -5.45 |
Max Pos Return (%) | 21.61 | -4.77 | -41.58 | 60.78 | -32.49 | -23.13 | 43.62 | -16.86 | -57.50 | -10.27 | 15.67 | -20.43 | -57.50 | 60.78 | -5.45 |
Max Neg Return (%) | 21.61 | -4.77 | -41.58 | 60.78 | -32.49 | -23.13 | 43.62 | -16.86 | -57.50 | -10.27 | 15.67 | -20.43 | -57.50 | 60.78 | -5.45 |
Pos Occurences (%) | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 0 | 100 | 0 | 0 | 100 | 33 |
Neg Occurences (%) | 0 | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 100 | 100 | 0 | 100 | 0 | 100 | 67 |