Volatility Analysis
14.70 0.16(1.10%)09/27/2024
MainStay CBRE Global Infrastructure Megatrends Fund (MEGI)
For the given dates, MEGI current volatility is at 13.40%.
The 1-Month historical standard deviation is at 0.21.
MainStay CBRE Global Infrastructure Megatrends Fund (MEGI)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.05 |
| 20 Days | 0.20 |
| 1 Month | 0.21 |
| 3 Months | 0.77 |
| 100 Days | 0.88 |
| 6 Months | 0.92 |
| 9 Months | 1.00 |
| Year-to-date | 0.20 |
| 1 Year | 1.06 |
| 3 Years | 32.64 |
| 5 Years | 28.63 |
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 | 28.64 | 9.04 | -49.79 | 28.99 | 72.80 | -24.44 | -15.22 | 3.76 | -3.93 | -49.79 | 72.80 | 5.54 | |||
| 2023 | -37.33 | 11.58 | -37.33 | 11.58 | -12.88 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 28.64 | 9.04 | -49.79 | 28.99 | 72.80 | -24.44 | -15.22 | 3.76 | -3.93 | nan | -37.33 | 11.58 | -37.33 | 72.80 | nan |
| Max Pos Return (%) | 28.64 | 9.04 | -49.79 | 28.99 | 72.80 | -24.44 | -15.22 | 3.76 | -3.93 | 0.00 | -37.33 | 11.58 | 0.00 | 72.80 | 2.01 |
| Max Neg Return (%) | 28.64 | 9.04 | -49.79 | 28.99 | 72.80 | -24.44 | -15.22 | 3.76 | -3.93 | 0.00 | -37.33 | 11.58 | 0.00 | 72.80 | 2.01 |
| Pos Occurences (%) | 100 | 100 | 0 | 100 | 100 | 0 | 0 | 100 | 0 | nan | 0 | 100 | 0 | 100 | nan |
| Neg Occurences (%) | 0 | 0 | 100 | 0 | 0 | 100 | 100 | 0 | 100 | nan | 100 | 0 | 0 | 100 | nan |