Volatility Analysis

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Volatility: 
Days Factor: 
12.86 0.08(0.63%)09/13/2024
BlackRock MuniHoldings Fund Inc (MHD)
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  • For the given dates, MHD current volatility is at 4.56%.
  • The 1-Month historical standard deviation is at 0.17.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.16
    20 Days0.18
    1 Month0.17
    3 Months 0.22
    100 Days 0.22
    6 Months 0.29
    9 Months 0.25
    Year-to-date0.25
    1 Year0.62
    3 Years1.49
    5 Years1.65
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024102.09-26.84-19.71-25.4093.18-45.98-2.08-41.9137.30   -45.98102.097.85
    2023         -9.43-14.94-34.53-34.53-9.43-19.63
    Summary
    Avg Returns (%)102.09-26.84-19.71-25.4093.18-45.98-2.08-41.9137.30-9.43-14.94-34.53-45.98102.090.98
    Max Pos Return (%)102.09-26.84-19.71-25.4093.18-45.98-2.08-41.9137.30-9.43-14.94-34.53-45.98102.090.98
    Max Neg Return (%)102.09-26.84-19.71-25.4093.18-45.98-2.08-41.9137.30-9.43-14.94-34.53-45.98102.090.98
    Pos Occurences (%)100000100000100000010025
    Neg Occurences (%)010010010001001001000100100100010075